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.
Complete Monster: Lord Straff Venture is introduced in The Final Empire as a brutal noble ready to commit all manner of evil things he thinks will help cement his power. He is utterly okay with systematically abusing both of his children to force them to conform to his standards. In The Well of Ascension he allows an army of monsters, known for their ruthlessness and utter lack of mercy, to attack an enemy city lowering its defences. He later decides to allow the entire city to be destroyed, concluding he only cares about the Atium rumoured to be hidden in the city.
The Lord Ruler, in the way he manipulates the nobility and obligators and especially post-mortem when it becomes obvious all the plans he had in place for the event of his own death. Pity for him that Kelsier is more magnificent than he is.
Kar and Bendal, who manipulate the hell out of the Obligators, and even have their own subplot about how their scheming is screwing over the heroes.
Nightmare Fuel: Where to start? Inquisitors, Kandra, and the rampant rape and murder of skaa women are just a few examples from the first book alone. Also, Hemalurgy in all its applications - the Kandra actually turn out to be its least scary manifestation.
Paranoia Fuel: Consider the Big Bad's ability to alter written words and how powerful that is. This very book series could have been changed by him. In fact, you're reading right now. These very words could be the words of an evil god, working to manipulate your thoughts. I am everywhere.
Tearjerker: Preservation's death. Sazed's annotations say that if Elend had stuck around for a few minutes after the final appearance of the mist spirit, he would have seen the corpse of the man that Preservation once was form out of the mists before being buried in ash.
Believe it or not the koloss. They're made from a combination of five humans, so they know they were human once, but just can't remember what it was like. They desperately want to be human, but everyone treats them as inhuman monsters because technically, they are.
The kandra experience loads of Fantastic Racism, and some of their masters use them as punching bags because while they feel the intense pain, they can heal.