Fridge Brilliance: Why are elite state-sanctioned Azadi assassins called "Apostles", when there is nothing particularly Christian about their missions? Because "apostle" means simply "messenger" in Ancient Greek, and as such, can refer both to peaceful missionaries and to CIA-like overseas assassins.
Fridge Horror: When Zoë returns to Casablanca at the end of the game, she can stop by Olivia's store to find that it's closed, and Olivia is never spoken to again in the game. Dreamfall Chapters reveals That Olivia was killed in an "accident" - meaning she might have died before the events of Dreamfall are over.
Romantic Plot Tumor: Some fans feel the romance between Zoe and Damien was forced into the plot.
Scrappy Mechanic: The combat and stealth sections. Ignoring the question of whether someone playing an Adventure Game would want to do those sort of things, and whether they count as padding, the combat is slow and unresponsive but can forced through by mashing the heavy attack button, and the game is finicky about what makes a sound when you step on it in the stealth segments.
Squick: The entire scene where Zoe meets Alvin Peats. Really, the scene was awkward enough when he wasn't talking.
That One Level: The Necropolis section is so convoluted and confusing (not to mention being populated by enemies who can One-Hit Kill April if the spot her), even the original developers themselves had enormous trouble getting through it. Thankfully, there exists a Golden Path through it.
The Woobie: Zoë. When we first meet her, she's looking for a purpose in her life, since college allegedly didn't work out for her very well. We see across the course of the game, her friends text her and tell her to come back to college in South Africa. She broke up with Reza, but cares enough about him to help out with his work. Over the course of the game, we see her and another man fall in love with each other, and we never figure out what happens to him. Then the ending...
April Ryan. The entire last game was building up to the fact that she will be the next Guardian, but things turned out to be the complete opposite. And now April is roaming Arcadia without any purpose, with a traumatic experience that makes her no good, unable to go back home, unable to find her peace and having lost many of her friends and dear ones. And just when she may have found someone she may be able to trust, comes the ending...
Once you've learned about Faith backstory and have see her dying, you'll never stop crying. Ever.