These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Designated Villain: The ringmaster from Dumbo. He didn't do any unjustifiably evil acts in the original film (yes, he did lock up Mrs. Jumbo and separate her from Dumbo, but that was justified because he saw her attacking people and so he tried to do the reasonable thing), and here... all he does is put on a circus act that involves Dumbo being dropped into a tub of water. Mrs. Jumbo even says that the reason that the clowns keep forcing Dumbo to perform this act is because they have no choice but to entertain their audience, which just so happens to consist of villains who laugh at heinous things.
Alice not only is to have her head cut off because of you, by the time you even get to her level you're already too late and they cut off her head. Sure she clearly gets better, but the mental image of the scene as it happened is pretty dark.
Jiminy Cricket implies that the only reason Alice is still alive and able to get her head back on is because Wonderland is just that weird. How many other people have been beheaded by the Queen of Hearts and didn't get their heads back? And are still alive!?
If you take too long (and you will, even on the easiest difficulty), the Evil Queen will successfully put one or more of the seven dwarfs in sleeping death. While Snow White gets her true love's first kiss and breaks the spell, what about the dwarfs who were also trapped in eternal slumber? Who will awaken them?
I think we're supposed to assume that once Snow White is awoken by her Prince, then everything returned to normal. The Dwarfs seemed alright in the montage that played after the Prince kissed Snow White.
Stop Helping Me!: Jiminy Cricket, who constantly repeats his hints and tips even when the player has heard them a dozen times already. This is especially annoying in the Alice In Wonderland segment, where his "helpful" tips about listening for Alice's voice make it even more difficult to listen for Alice's voice!
That One Level: Probably more of a Goddamned Level than That One Level, since it's not particularly difficult; it's just long, tedious, and frustrating. But the Alice in Wonderland level certainly qualifies, especially the first half where you have to navigate the maze based upon the volume of Alice's voice. The catch? There is a pair of card soldiers who constantly try to distract you, and Jiminy Cricket just won't shut up!