Crazy Awesome: Pinkie's player, as demonstrated by her use of a Glib Limerick.
Hilarious in Hindsight: This comic came out on the same day as the episode "Maud Pie," in which Pinkie creates an obstacle course in which she tries combining everything her friends love into one activity. Note that new comics are uploaded around 8/9 a.m. (depending on Daylight Savings Time) and new episodes typically air around 10 a.m.
Sidetracked by the Gold Saucer: The comments usually include actual Dungeons and Dragons stories (Pony or otherwise) semi related to the current comic, and can prove to be just as interesting/funny as the comic, if not more so.
Fluttershy's player during the "Dragonshy" arc, when she comes to view herself as The Millstone.
Rarity's player during the "A Dog and Pony Show" arc when she realises Rarity and Twilight aren't as close friends in-universe as she'd thought, and again in the "Sweet and Elite" arc after Rarity gets blacklisted from the Thieves Guild, leaving her unplayable.
Pinkie Pie's player when she realises that the GM manipulated her in the "Bridle Gossip" arc, and again when she thinks that the others hated the game she ran. Both scenes use stills from "Party of One".
Rainbow Dash's player when she tells of a recent experience at a D&D camp, involving her character being conned out of her share of loot.
Though we're not sure of the context yet, Twilight's player seems to have her own issues, shown by her reaction to learning about her character having a brother.