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.
A second came after being recommended by Felicia Day on her Geek And Sundry "flogs"
Common Knowledge: Characters with similar names are very often confused by players. The Empress and the Duchess are the most common example - they both come from royal families and both live in the Palace, but they're very different people. Other examples include the Gracious Widow (a mysterious and brutal crime boss) and the Soft-Hearted Widow (a kindly charity campaigner,) and the Cheery Man (a rival crime boss) and the Cheery Gentleman (another name for the Manager of the Royal Bethlehem Hotel; since renamed the Merry Gentleman to avoid this sort of confusion.)
Fridge Brilliance / Genius Bonus: Four of the Recurring Dreams can be said to correspond to the four Classical elements. The Fire Sermon is obviously fire, and Death By Water is obviously water. What the Thunder Said relates to the air and wind, while The Burial of the Dead talks a lot about the earth. Is Someone There? may even correspond to the fifth element, ether, since it seems to have a connection to the Mirror-Marches, a very strange and dreamlike world. This might also explain why A Game of Chess is classified under "Dreaming Strange Dreams" rather than "Recurring Dreams", since it doesn't seem to correspond to an element.
Another one for Fridge Brilliance and recurring dreams; Almost all of the initial dream cards are autofire (which is to say that you can choose whether you activate the card or not, but you have no control on what happens afterwards). However, as you progress higher above the dream levels, you get the opportunity to have more control over your dream. Initially it's just normal cards (which differs from autofire in that you have some idea of what you're getting into), but then you get choices, you have additional options if you've fulfilled other dreams to a certain extent; essentially, the more you dream, the more control you gain over your dreams!
If you can get to the Iron Republic - a terrifying place where the laws of nature change constantly and sometimes at the behest of protestors - you might read The Day Numbers Stopped Working, in which the already scrambled, deranged notes your character writes stop making sense entirely. They do include the line "Vinum inquit si non placet mutabo." Which is Latin, a quote from the Satyricon - a work of fiction written two thousand years ago. It means "'Wine,' he said, 'If it does not please, I will change'", and is said by someone who had gone from slavery to something like a king.
Hilarious in Hindsight: Probably a coincidence, but two of the three sisters on Hunter's Keep are named Lucina (or Lucy for short) and Cynthia. Those are also the names of two characters from Fire Emblem Awakening, and what's more, it's very likely for them to be sisters, too.
Memetic Mutation: Some players have taken to using the game's syntax for stat changes ("[Stat] is increasing..." or "A twist in your tale! You are now [something]" after the main body of text) to flavor posts or phrases.
Scrappy Mechanic: Most ventures have an alternate branch at the end that grants better rewards, but is riskier, and completely resets your progress quality if you fail, regardless of how high it is. Keep in mind that it usually takes 20+ actions just to get the challenge rating to "modest", and that the rewards are rarely worth 20+ actions in the first place. Oh, and did we mention that it's entirely luck-based?
Mercifully, this has been toned down in a recent update, to the relief of many.
Making Waves and Notability prior to the New Years 2014 update (which made them more forgiving). They both decrease in real time, requiring a frantic rush just to break even most of the time. Both are largely increased by rarely-drawn opportunity cards, and gaining the latter requires massive grinding of the former. It wasn't uncommon to grind for a week to get a point or two of Notability only to have all or most of your progress wiped out the next day. A few players even complained that Seeking the Name is more rewarding than pursuing Notability; at least you get some flavor text for your trouble.
Nightmares. Unless you're lucky enough to have a very high Touched By Fingerwork rating, or at least one Memory of Light, which sends you to a far gentler area, hitting 8 in Nightmares puts you in an area where all you can do is lose stat points and grind down Nightmares. (To put it in perspective, dying gives you a chance to increase a useful knowledge.) And once you finally get out, your Dreams take such a massive hit that they're usually reset; before an update, they'd just reset outright. Nightmares increase constantly - many, many storylets hit you with Nightmares, and many actions that raise another Injury meter just so happen to add a few points of Nightmares on top of it. The only easy way to reduce this meter that doesn't cost Fate or require aid from other players is laudanum - and that gives you Wounds in repayment, as well as an irritating addiction once you become a Person of Some Importance.
That One Level: Polythreme, mostly because almost everything there uses the above-mentioned luck mechanic. Want to spend 11 actions on a promenade and end up with little more than 20 scraps of silk for your trouble because the Random Number God wasn't on your side? Polythreme's your place.
That One Sidequest: Each of the best three lodgings in the game can be upgraded even further at the cost of one extremely rare and valuable item. Naturally, all three of these items require a ridiculous amount of grinding, but out of all of them, the Impossible Theorem, required to upgrade to a Suite at the Royal Bethlehem Hotel is maddeningly and punishingly random. The only one way to acquire one is as follows: Acquire 49 Searing Enigmas. Monetarily speaking, this is just as expensive as the Araig similarly required to upgrade the Bazaar Premises to a Spire Emporium. The Araig can be acquired at a stable exchange rate through an opportunity card. One for every five of the next lowest item. Searing Enigmas require 25 of the lower tier, and you may only obtain between one and six from the process unless your Watchful is ridiculously high. Once you have your enigmas, you have to take an even harder Watchful challenge. Succeed, you lose the enigmas, gain the Theorem. Happy ending. Fail, you lose one Enigma, 100 echoes' cash, and die. Have fun with that!