Fridge Brilliance: In Super Robot Wars, stages that take place on satellites such as moons use a Space terrain instead of an Air terrain for flying units; however, in Gensou Shoujo Taisen, the Space terrain is replaced instead with the Night modifier. When the party visits the True Moon in Ei as a part of the Silent Sinner In Blue story arc, flying unit bonuses are still determined by their Air terrain, why is that? Because the True Moon has an atmosphere as opposed to any other moon!
Mokou lacks any kind of spirit command for a surefire dodge such as Alert or Sense (Alert+Strike) unlike other "real robot" type girls. She just doesn't care/exert too much effort if Inaba of the Moon And Inaba of the Earth is any indication.
Game Breaker: Mokou in Ei is incredibly powerful, having max level "Instinct Dodge" and "Berserk" as well as the ability to revive four times in a single map. Her new attacks, "Fujiyama Volcano" and "Possessed by Phoenix", have even greater damage output behind them than "Flying Phoenix" did in You. Additionally, just like in You, Mokou still has some of the highest natural mobility in your team behind Reimu and Sanae. She also has "HP Regen M" (recovers 20% of her max HP each player's phase), but YMMV depending on how useful that is for the player given her previously mentioned "Instinct Dodge" and "Berserk." Her most glaring downside is her lack of focused movement and MP consumption, the former which can be amended by pairing her up with Keine, and latter by giving her the "MP Save" skill (-20% MP cost) and possibly an item. Not only that, but you get her for the entirety of the Subterranean Animism plotline after being teased as a reinforcement unit in Imperishable Night's finale, subverting her presence in the third game being an Eleventh Hour Ranger. Imagine if ChiricoCuvie possessed this many lives and could easily trigger his "Abnormal Survivor" skill and that should give you an idea of Mokou's destructive capability. There's a good reason Sanbondo didn't allow her to go to the Moon.
Good Bad Bugs: One of Yuyuko's Personal Skills, 'Return to Yomi,' is stated to give her half the remaining SP of any defeated ally character. What is does is give her half the remaining SP of any defeated unit on the map. Combined with her 'Butterfly Dance' spirit command (+5 Power to all allies on her map), Yuyuko can have your entire party at max Power by turn 2, and still be packing a full SP bar.
In Versions 1.0.5 and up, Yuyuko no longer possesses this Personal Skill.
That One Boss: Sanae in You is by far the toughest boss you'll face until the Final Boss. Her Miko innate skill gives her a great boost in Accuracy and Evasion, meaning that she will be able to hit even your dodgiest of units while your own struggle to even touch her. Her attacks are very powerful, and the special effects of her spell card can be debilitating. "The Day the Sea Split" will treat all attacks against Sanae as though she were standing in water, which largely means that they will do diminished damage. "Summon Takeminakata" gives her the spirit Focus auto-cast every turn, which will boost her already insanely high evasion and accuracy even higher. Finally, her final spell card is a MAP attack with a large range... and she casts Miracle after declaring the card, which gives her nearly every buff in the game. If you don't manage to take her out in a single turn or get all of your units away from her, she can easily cause a Total Party Kill. She's a tough nut to crack even if you go into her battle prepared. Those who aren't will most likely get their asses kicked quite handily.
Not surprising as she appears to be the favored character of the designers, possibly overlapping with Creator's Pet as she has perhaps the best animations and her 3rd special skill? SP Regen with a remark about her being the developers' "Waifu" in the notes.
That One Level: Chapter 7 of Kou. First off, it comes right after the previous chapter, so you don't get the chance to heal or upgrade units. Secondly, Sanae takes a cheap shot at the beginning and leaves Reimu with 500 HP, reduced MP and one less use of Fantasy Seal. Third, Daiyousei (your only dedicated healer unit in this game), is stuck on the other side of a crow blockade surrounding the rest of the party. Fourth, Momoji hits HARD and can take a hit too. All in all, this leads to a protracted war of attrition and the player having to learn to manage their resources.
Scrappy Mechanic: How the second game handles units: the stronger the unit the higher its "cost" and each mission only gives you a certain total cost. This alone wouldn't be so terrible if not for the rather large number of characters by the end of the game. This might have been done with good intentions (namely stopping players for fielding only heavy hitters), but there's usually good reason why certain mechanics are not in normal Super Robot Wars games (closest thing would be how Alpha 3 handles its 4 unit squads, but it has no bearing on the total number of squad deployment)