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.
Alternate Character Interpretation: The ending of the book is ambiguous: either Richard decided to return to London Below and went with the Marquis or the whole thing drove him kind of insane and he just imagined that happening because he couldn't deal with London Above anymore. Given how Gaiman tends to avoid that kind of twist, it's still probably the former. Although it could be both.
Author Avatar: Possibly. Read the physical description of Richard Mayhew. Then take a look at Neil Gaiman's author portrait.
Jossed on Gaiman's tumblr. He described Richard based off the original actor from the TV show.
"Messires Croup and Vandemar" are the resident monsters for hire of the London Below. Croup himself sums the duo up best when he cheerily remarks "we have no redeeming features." Croup and Vandemar seem one beast split into two bodies, Croup as the brains and Vandemar as the brawn, but both are wildly sadistic and cruel. A man who fails to perform his tasks is set upon by Croup and hacked to pieces (and impliedly devoured by him). The two murder heroine Door's entire family and when her ally, the Marquis, tries to negotiate with them, they capture him and torture him for nothing more than entertainment. They give him a head start though...with Vandemar stalking after him, gleefully counting down the time to savor the hunt even more.
Croup and Vandermar's mysterious employer; the angel Islington is a being drunk on its own glory and vanity. Islington was originally tasked with watching over Atlantis. When pressed on how Atlantis really sank, Islington's normally beautiful, serene features are replaced by a mask of fury as it shrieks They deserved it!. Islington is the one who commissioned Croup and Vandemar to murder Door's family and manipulated Door to him so she could open the gates of heaven, allowing Islington to conquer its kin and exact revenge out of nothing more than spite for its exile.
Les Yay: Hunter and Serpentine are implied to have been lovers in the past - a time apparently remembered fondly by both women.
Moral Event Horizon: See Villainous Breakdown on the main page. Also explicitly stated by Croup - "He's travelled so far beyond right and wrong he couldn't see them through a telescope on a nice clear night."
The fate of poor little Anaesthesia comes to mind. Although, oddly, the possibility she may return someday is discussed.
Richard's Ordeal of the Key. Made even worse if you are a supporter of the "Richard is insane" theory.
Special Effects Failure: The miniseries' Beast of London bears a striking resemblance to a cow with a fur rug thrown over it, which Gaiman acknowledges on the DVD commentary.
Uncanny Valley: In the TV adaptation Islington's eyes are covered with black contact lenses. When you first see his face you can see something is ever so slightly wrong with it, but it's difficult to tell what. It's made very obvious after The Reveal though.
For that matter, Door and the Marquis (especially the Marquis) in the comic book adaptation. His skin is literally ink-black and the only visible parts of his face are his eyes and mouth.
The Woobie: Anesthesia. She never had a father, her mother went insane, and she was raped by her aunt's boyfriend. On her eleventh birthday, she told the aunt, who didn't believe her. She ran away and wound up in London Below. Eventually, the dark took her.