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.
Awesome Music: Almost all of the soundtrack, which is done in a strange trance style really unlike anything else. Special note goes to:
Genius Bonus: A good part of the plot is there mainly for astute players to unravel.
Goddamned Boss: Old Rose in Segment 5 Sol occasionally summons Mistletoes to assist her. This can prolong battles not because they're there, but when she's "charging up" the Mistletoes and while they're deployed, her defense skyrockets, causing you to take longer to defeat her.
Good Bad Bugs: Segment 3 Lead does not have an endboss. If you select it in Segment Location, but with the Discharge button (to activate boss-only mode), the Segment will start as usual...at the result screen.
Hell Is That Noise: The "scream" sound effect. Sounds a bit like a cat, and a lot like a demon screaming from far away.
In a game otherwise lacking any coherent spoken dialogue, Scarlet Queen's "Youwilldiehere!" is pretty creepy, especially if you're not expecting it. The same clip plays in other spots, but it has the most impact here because the music stops when it plays.
The Spirit Overload ending, where you aren't simply killed, but instead Mind Raped with Rex Cavalier's memories and implied to turn into a Prayer who can never die.
Million Lives in the Shrine of Farewell has Innocent Clockworks, which shoots out spreads of bullets that become harder and harder to squeeze through. Oh, and they block your shots. Characters without penetrative attacks, such as Kagura with her Infernal Sabbath equipment, are in serious trouble here, as their only hope for stopping this attack will most likely be to spam bombs, which will reduce the number of crystals they can get for this stage.
That One Boss: The Apostles of the Seed at the end of Segment 6 are quite possibly the hardest bosses aside from the Final Bosses. Both bosses have brutal attacks and will team up at two points to wear you down.
If you care about Spirits, the Shrine of Farewell. You have unlimited lives, but dying and bombing will cause you to lose crystals, which will ultimately lead to less Spirits than what you entered with if you continue to make mistakes.
Segment 6. On top of featuring the Apostlesof the Seed, after you destroy them, you have about another minute of enemies with brutal attack patterns to go afterwards.