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.
That One Boss: Despite being arguably the hardest boss in the game, Yukari has a surprisingly simple pattern compared to virtually every other boss. Of course, this isn't what makes her hard. What makes her hard is that there is a bottomless pit during the fight and you must stay alive by jumping on platforms that move in random directions. And Ran and Chen are spinning all over the place and firing bullets at you. And you can't hit her 90% of the time. Given how hard she was to fight in her debut game, this certainly isn't surprising.
That One Level: Eirin's stage. Oh dear god Eirin's stage. It features a darkened area at the start, then a couple of fights with the Prismriver Sisters, then a long drop full of spikes that you would expect in one of the later Wily stages in a Mega Man game, then it has a long sequence that is full of the aforementioned hover machine rabbits (with a few bottomless pits for good measure). And the entire stage is full of those damned Tewi clones. Eirin's stage is the reason you don't start with Cirno, despite the fact that Cirno is the easiest boss, because Cirno's weapon is Eirin's weakness, but you will need a LOT of different weapons to get out of Eirin's stage in one piece.
Youmu's stage featuring a boat ride full of will o' the wisps and the backbreaking stair climb from hell hasn't won any fans either.
Patchouli Castle 1 is fairly decent to begin with; there's plenty of enemies as you would expect, and the first half of the level is fair, if not challenging- you even get a Mushroom Tank (restores all health to one character) But the difficulty really ramps up when you reach the second half. You eventually come to a horizontal blue corridor and follow it to it's end, and drop down- the scenery changes to Yukari-esque blocks with eyes in them, and you need to get moving to the bottom of the screen, because the bitch has stolen Quickman's instadeath lasers from Mega Man 2 and the next five to six rooms are filled with them. Not fast enough? You die and get sent back a little way. Complicating this matter further is the fact that there are items for the grabbing on your way down, including another Mushroom Tank. This area is the sole reason most players are advised to choose Sakuya's Thousand Knives (Marisa) over Quicksilver (Alice) because Thousand Knives stops time (and thus the lasers from moving) allowing you more time to get the items. It helps that you can't get the Mushroom Tank without Thousand Knives because lasers spawn from the corridor it's in. And then to top it all off you have Yukari as a boss, amply covered above.