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.
Faux Symbolism: While it's not directly mentioned, each town represents one of the Seven Deadly Sins, and in the second half of the game is haunted by a demon also representing the sin.
Game Breaker: The moment you hit Urbeth (at least after the Liberte arc), the merchant town, which sells very powerful magic very early in the game. It's expensive, but the same town hosts a shopkeeping minigame which can be easily exploited for massive cash, and even has several very short and easy sidequests to provide seed money. As if that weren't enough, there's a crown obtained in the same town that's powered by money.
It's barely even an exploit. If you've been hanging onto all the curative items and low-powered gear you'll have acquired by this point, you can make a tidy profit just selling off your accumulated Vendor Trash. Once you start buying things in order to sell them, though, you're essentially only limited by your patience.
A simpler example is Magic Might, the ability learned by fully upgrading the Black Mage crown. Pretty much instant victory in any battle that isn't a boss fight, and makes boss fights MUCH shorter.
The Elementalist's "Mysterio" spell gives the whole party resistance to all elemental attacks. If any characters already had resistance to any elements before it from equipment, they will be healed by attacks of those elements. Needless to say, Darkness-resistant armor and Mysterio are definitely your friends during the endgame.
Iron Woobie: Yunita, a Failure Knight who tries to rescue Aire on her own then gets yanked by Brandt, who ditches her in a misguided attempt to look like a strong, independent hero after the Sand Devil is killed. Jusqua later finds her in Urbeth dressed in rags, wallowing in self-pity and initially turning down Jusqua's attempts to make her join him and lift a curse on Aire (or so he thinks). And after the pair save Urbeth from a monster outbreak, he ditches her too. Worse still, she's not gaining EXP during all this, meaning that when she does finally rejoin, she's vastly behind the rest of the party.
The kicker would be when Aire and Brandt have a conversation where she asks him if he dumped her for getting in the way and then chides him because he should know she's useless on her own. Man, no respect!
When one of your party dies, go to a town. You'll find their ghost floating around where they usually stand. If you try to speak to them, all you get is "..."
The effect of petrification. The party member looks like a cracked stone statue, and it's not healed once the battle is over. Rather, the character appears to be dragging itself behind the party like a possessed statue.
Tear Jerker: Traveling to Urbeth in the past and learning that Thauzand was a priest who lost his faith because he couldn't afford the medicine to save his daughter's life. Thankfully you change history so she lives.
That One Boss: Trollud certainly has tripped up some players. Arbaroc is pretty difficult too, without the right equipment and crowns.
Also, Beelzebub's "Fall of Angels" attack is a pretty swift Game Over until you're able to break its charge.
There are actually only two dead ends. The problem with this is the fact that everything looks the same, so even if you know exactly what you did wrong, backtracking is frustrating enough to want to throw your DS at the wall. And the worst part? The Start Chamber is the dungeon prior to reaching the final boss, who lurks in — of course — the last room. The only save point is at the entrance to the Star Chamber. Oh, so you lost the final boss fight? Congratulations, you get to traverse the hell dungeon again! Forget saving the world; not having to slog through that friggin' dungeon again is more than enough motivation to throw your all into that final fight.
To truly highlight just how ridiculously confusing the area is: the official strategy guide comes with a very clear map of the Star Chamber to help you on your way, but take heart! You will be not be referring to it for guidance at every corner. No. You will be referring to it for every step you take, because thanks to the level design, you might as well be wandering through Rock Tunnel without Flash.
The sequences where one character is running around solo. They're not otherwise harder than any other part of the game, but the fact that you cannot flee without using the Wayfarer job and the inability to save on the world map makes it more nervewracking than it should be. Aire's stats are actually reduced during her jaunt because of her animal form. (Making it worse is that, except for Yunita's, it's all the result of their own foolishness.)
Woolseyism: The localization changes a number of the crown names from their intended meaning, which may be an attempt to parallel how some of the Japanese name jobs are different from usual (like the Black Mage being named Kuromahōtsukai instead of the usual Kuromadōshi). To wit:
"Yakushi" (Pharmacist) became "Salve-Maker".
"Budōka" (Martial Artist) became "Fighter", which thoroughly confused fans of Final Fantasy I and Dungeons & Dragons who might expect something closer to a swordsman.