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.
Character Tiers: It's not all that clear, but general trends are set. Pandavas are more heroic than most heroes, but are outmatched by Bhishma. And of course even they cannot hope to be on equal footing with Krishna.
Family-Unfriendly Aesop: The whole thing can be interpreted as ‘dharma is a stupid, erratic concept that will screw you over and favour the evil’.
Perhaps more charitably, Krishna's entire message to the Pandavas is to be good, but not Stupid Good.
Iron Woobie - Karna. Abandoned by his mother, fights on the wrong side for the most honorable possible reasons and gets screwed out of his life for "lying" about his caste.
Also, Abhimanyu. A sixteen year old warrior prodigy who dies fighting his father's war, and had to be cornered by several of the greatest Kaurava warriors before kicking the bucket.
Ekalavya. Despite being low-caste, trains himself as a warrior to rival Arjun by eavesdropping on Drona's lessons. Then willingly and dutifully obliges when Drona asks him for his thumbs in payment.
The Scrappy - Yuddhistira. Not only does he gamble away his kingdom, his brothers and their common wife, he also gambles AGAIN, loses *a second time* and is exiled for twelve years. Yet, he is called "Dharmaraj" or the upholder of dharma.