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.
Anti-Climax Boss: The final level of the original game, "Rendezvous at the Mountain" is way easier than the level right before it, "Save Me".
Breather Level: Lemmings, to its credit, was good about sticking an easy level here and there to break up all the murderously hard ones you run into as you get deeper into the game. That said, it's still a puzzle how the extremely non-challenging "Highland Fling" ended up in the middle of the Havoc levels in Oh No! More Lemmings.
Ear Worm: Pretty much all of the music; in the original, a mix of tunes on which the copyright has expired and of original tunes. God damn you, Dance Of The Four Little Swans and Ten Green Bottles.
The Galop Infernal from Orpheus in the Underworld was already catchy before Tim Wright's take on it. And then the Genesis port made it even worse.
Good Bad Bugs: The "splatting distance" (the height from which Lemmings will die if they fall) was increased very slightly in the Windows version. While this made little difference in most levels, this small tweak was enough for the lemmings to be able to walk safely off the ledge in the "We all fall down" levels, meaning that the player could beat these extremely annoying levels essentially without having to do anything. (The bug would eventually be fixed in later pressings of the game.)
There are many less obvious bugs, the most well known being one that lets you break through the edges of normally indestructible steel walls to a small extent. While usually insignificant, this bug alone makes it possible to achieve 100% on Taxing 6 "Compression Method 1". Another one, involving lemmings flying upwards through solid ground, makes it possible to complete Tricky 28 "Lost Something", a level where the exit is buried under solid ground, by only using builders!
In Lemmings Revolution, you can save a bomber by assigning a harmless task like basher right before they blow up. This trick also gets rid of blocker status, allowing you to save extra lemmings. However, it is questionable whether this is actually a bug, since it is required for one of the levels.
Grand Theft Auto Effect: Fittingly for the studio that would go on to make GTA, Lemmings uses a lot of old out-of-copyright tunes ("Ten Green Bottles", "London Bridge is Falling Down", etc.) that will now forever be associated with the game.
Surprise Difficulty: Those cute critters are stuck in mind-bending puzzles that will leave you scratching your head.