Complacent Gaming Syndrome: In the first game, choosing Rightful over Tyrant is almost a no-brainer, unless you're looking for a Self-Imposed Challenge; Rightful grants you great passive benefits like decreased unit upkeep and more research points, which Tyrant's "benefits" simply cannot compare with.
Early Installment Weirdness: For I, the Arthurian campaign plays nothing like the Saxons and Welsh campaigns, with its railroading and overwhelming advantages to Arthur's various enemies.
Guide Dang It!: The main campaign of the first game has this; nowhere in-game are you pre-warned that you can only recruit troops after you meet the Lady of the Lake and restore Excalibur; the quest itself does indicate this reward, and woe betides those who missed reading the quest. In addition, you can only build new structures or conduct research until you establish a stronghold, which also turns the AI kingdoms aggressive, increasing the challenge drastically. May the Lord / Old Gods help you if you rush to establish the stronghold without grabbing more land to support a larger army, and/or parking your armies on locations to increase their experience levels.
Tier-Induced Scrappy: Rebels. They look like real badasses in their portraits, with their black longcoats and intimidating longswords, but that's just a big front. These guys are amateurs who are worse in battle than the cannon fodder Footmen and can barely outfight Bowmen in melee. You'd think for such a unit they'd be cheap. Nope at over 400 gold per season, they're one of the most expensive units around, being about 4 times more than most elite heavy infantry. In a game where balancing the budget can be difficult, hiring these guys are mostly for experimental purposes since you can only recruit them during certain quests.