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.
YMMV: Koumajou Densetsu
Awesome Music: Special mention goes to the boss battle theme with Reimu in the second game, which is an awesome remix of the first stage theme of the first game. Then, there are Remilia's themes. In the first game, there is Waltz of the Scarlet Devil, ominous and solemn. For the second game, there is Rose-Killing Carmilla, the theme for her monstrous transformation. The suggestive lyrics, the way Remilia is compared to Carmilla... Truly a vampire's love song. And for the punchline, when you listen to it, you may think that it has a slight Ar tonelico feeling... That's partly because of the goosebump rising melody at the beginning, and partly because Noriko Mitose (a.k.a. Jakuri's Hymmnos voice!) sings the lyrics. But those are just a few noticeable examples. Both games are choking full of these.
Demonic Spiders: Werewolves in both games. The armored angel enemies in the second game. The red archer fairies in the Phantasm stage will make you speak Angrish when you get killed for the nth time by their arrows (and even worse, they're immune to Sakuya's world).
Goddamned Bats: Aside from actual bats, there's also the birds in the first stage of the first game, who have a propensity to appear out of nowhere and crash right into you. The marionettes in the fourth stage also qualify, as they can't be killed and constantly follow you around.
Hilarious in Hindsight: Aya Endo voicing Yukari making all the pictures of Yukari cosplaying as the Macross F idol (likely due to the fact they're both blonde shapely empress types). It also helps that she uses a tone similar to Sheryl's when voicing Yukari. It's almost as if the people casting for the game saw all this.
Les Yay: The omake in the second game subtly hints at Remilia and Sakuya being more than "master and servant" (to say nothing of the official art shown on this very page above). The song that plays during the fight with Remilia's One-Winged Angel form also has some suggestive lyrics, and mentions Carmilla, the quintessential Lesbian Vampire, to boot! And then there is Yukari, who is shown to be so obviously smitten with Reimu that she all but admits it. Do note that the omake explicitly states that the scenes shown are not considered canon in the Touhou universe itself, though.
That One Attack: In the first game, Patchouli's special attack, "Philosopher's Stone", deals a large amount of damage, is tricky to dodge and also to follow up with a comeback. That she uses losses homing bullets right before using Philosopher's Stone makes it all the harder to exploit the brief moments where she is open. The saving grace is that Patchouli is a Squishy Wizard with low HP, and so shouldn't take long to take down with some practice.
In the second game, Remilia's grab attack (Vampire Kiss or Drac's Soul Steal). It's easy to dodge up to Normal difficulty. However, in Hard mode, she takes not one but three dives at you before giving up. Dodging all three takes some tricky timing to dodge each of her passes, and if you're unlucky, you'll get caught in the last pass regardless. To make things worse, this attack will cleave off a considerable part of your lifebar, and heal her back up to boot!
Marisa's laser attack. You're best off ducking or waiting it out on one of the platforms to either side of the stage, because trying to dodge the lasers will not end well, particularly with Sakuya's limited stamina.
That One Boss: Patchouli in the first game, on account of the weird pattern of her Philosopher's Stone and her overall high damage output. To be fair, she was also That One Boss in her debut game as well.
Yuyuko in the second game. She has two gimmicks unique to her. First is a red butterfly that follows you around the entire fight. Although it moves slowly, if it catches you it's a One-Hit Kill. Her second gimmick is the fact that many of her bullets do not cause Mercy Invincibility, or even make you flinch. Thus, if Yuyuko manages to nail you with a line of butterflies, you're pretty much dead. In addition, she throws a LOT More Dakka than any boss you've fought up to this point. Then again, she is this game's expy of Death, so no one said it'd be easy.
To be fair with Yuyuko, the red butterfly moves slowly, so as long as you don't set up camp in one place, you'll be safe from it. The trick is not getting caught too close to it when she does her Resurrection Butterfly special attack, which pretty much requires taking cover in a safe spot. Patchouli can be useful in depleting her lifebar, since she leaves herself open to an up-close attack if you manage to slip in between her bullets.
Yuyuko becomes much easier if you've stocked up your soul points and brought Flandre along. Marisa, on the other hand, hits faster and harder than any of the bosses you've fought thus far, and while her first wave of attacks are relatively simple to avoid, the second one is a lesson in frustration.
Surprisingly Improved Sequel: The second game fixes many of the issues plaguing the first game, such as the aforementioned Fake Difficulty and the lack of subweapons. It also includes some very well-done voice acting.
Suspiciously Similar Song: Some examples are quite evident, but two of the most obvious ones are "Overture", in the first game, which sounds like "Vampire Killer" at some parts, and "Scarlet Tears", which plays in both games and isn't even trying to hide that it is a different sounding "Bloody Tears". This being a Castlevania clone, it is obvious that this was very intentional.