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.
The Desecrated Temple, especially the N64 version.
Also from Legends, the Castle Courtyard.
Fridge Brilliance: The entire Dream World is connected, and not just in a metaphorical way. There's a sign at the end of the Carnival level that says "Haunted Grounds", which is the next level. The end of that level takes place outside of a Haunted House, the third level. Wonder why a part of a room is doing outside of Your Worst Nightmare? That's a piece of the Haunted House from earlier. And said stage ends with a few platforms from The Maze of Illusion.
Furry Fandom: The unlockable characters were anthromorphic animal mostly (A Unicorn for the Knight, a tigress for the Archer, and a hyena for the Jester for example).
High Octane Nightmare Fuel: In Dark Legacy, the Dream World's aptly-titled Nightmare level is pretty much the literal take on this.
Unfortunate Implications: An ad that boasted about the multiplayer feature. It showed the four characters, and the tagline reads something along the lines of "Play with three friends. Thing is, one of you will have to be the girl". Think about that for a moment.
That ad even had one of the players telling his unfortunate friend, "Nice rack, dude."