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.
Episode 5 takes it to new heights. Each and every one of Twilight's friends are murdered in increasingly brutal and gory ways (Shining Armor has his heart ripped out, for one), Twilight herself suffers horrific Cold-Blooded Torture (wings slowly torn off, disemboweled, etc), and Equestria is reduced to a wasteland under Changeling rule. Really, what's even the point of Twilight attempting to escape now? There is no happy ending in sight.
Fridge Horror: This is a crossover with Portal. You will recall that the Portal storyline occurs well after the Combine's takeover of Earth in Half-Life 2. With this in mind, what's happened to Equestria in the ten years Twilight's been in stasis?!
And now it's Ascended Fridge Horror. In fact, it's worse - Portal 2 revealed in the ending and the Art Therapy DLC that humanity has managed to recover, given that Chell emerges in a wheat field and you can hear someone shout, "GET OFF, YOU GODDAMN BIRD!" after the bird leaves the facility in the DLC ending. This story? Equestria is a smoldering ruin.
The Woobie: Rainbow Dash. To wit, she's outright maimed by DISCoRD, is forced to go through painful surgery without anesthetic to be rebuilt, something she didn't want.