Epileptic Trees: It's never explained how exactly are Seto and Ren immune to the effects of the Glass Cage when it was first activated. Also, who was the voice speaking at the end before Shin and Sai faded away? And what exactly is that recurring mask creature tailing Seto?
Note most of this was answered in an interview with the developer back in 2009 two months after the Japanese launch.
Fridge Brilliance: Know how cats are a big thing in the game? Well, cats are known to be rather empathetic, if people earn their trust. They can understand a person's feelings without having them talk to it - they just know. This reflects the Glass Cage's purpose - to understand others without words!
Narm: Throughout the game, Seto is fixated on finding the silver-haired girl because he's terribly lonely and is sick of having no one to share his experiences with. The game starts with him burying a companion, and he's only alone for a brief time before he sees another human being. After that, he's never alone again, since he has a succession of companions in PF, Crow and Sai. True, they eventually leave him, but he never ends up alone. That Fragile Dreams highlights Seto's obssession with the silver-hair girl and his insistence that he's all alone can end up feeling like a load of this trope, coupled with Wangst.
Tear Jerker: You may not cry, but you will feel the urge to; Seto keeps losing almost everyone he meets during the game, leading to many, many, scenes like Crow and PF's death, Sai and Shin leaving for the beyond.
The tearjerking mostly falls from the Memory Items, most notably the Torn Pictures and Withered Plant combination.
When Crow's battery runs out and the cutscene after it.