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.
Family-Unfriendly Aesop: Often at the end of stories, Kino never judges anyone. Kino may like or dislike a situation or person, but won't act unless directly threatened. Kino sometimes philosophically worries about this, but loves traveling too much to give it up.
Nightmare Fuel: Episode 4. One of the things that adults should NOT be able to do with a smile is murder their children.
Tear Jerker: The prologue and epilogue of volume 6 consists of an entry of a father's diary on the date Kino is born. The father was crying with happines when he writes his diary, and vows to live for his daughter's happiness until the day he dies. Cut to ten years later, and Kino's father attempting to stab his daughter to death with a kitchen knife and can't help but feel happy about it, due to the device implanted in his head which makes him feel content on anything he does. He's forced to attack her due to the fact that Kino is against having the same device implanted in her.
One word: Volcano.
From what the anime tells they don't actually implant anything, but perform something akin to a watered-down lobotomy. ("They'll open your head and 'pop' the child right outta' you." sounds more like removing some key component that's responsible for questioning and reasoning.)
Viewer Gender Confusion: Kino's drawn with a non-accentuated figure, hasn't worn a dress since she was young, and has a soft boyish voice in both Japanese and English. It doesn't help that both the novels and the anime keep her gender ambiguous throughout the first parts of the story.