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: Men at Arms
Genius Bonus: There is a throwaway line partway in the book, when Cuddy and Detrius are chasing the antagonist, that he runs down Grope Alley, which the book explains the origin of the name is fortunately lost in the mists of time. This is very amusing if you happen to know that many streets were renamed to "Grope" from "Gropecunt". 
It Was His Sled: That Angua is a werewolf. None of the subsequent Watch books make a secret of it, naturally, and there's a running gag in the other Ankh-Morpork books that people think it's Nobby Nobbs.
Values Dissonance: Possibly the source of the biggest culture clash between British and American Discworld fans - the book has a very British attitude towards firearms that has caused some heated debate in the fandom.
Which is ironic, given that the author's attitude towards firearms is much more in line with an American one.