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: Sekto. He hunted the Steef race for sport, causing them to become endangered
In Exoddus, the Fleeches are these leech-like creatures that will kill you with five hits. They're asleep, but wake up if you make anything resembling a sound (unless you're invisible). Problem is, the stage setup is such that if you don't perfectly time when you turn invisibility on, you're dead. When you have invisibility. They are very adept climbers and VERY fast movers.
During the first game, you will come across bats flittering about now and then. There is no indication that they are anything more than harmless background scenery - until you touch one and die instantly. They cannot be killed, and sometimes enjoy flittering around timing-based jumping puzzles.
Stranger's Wrath has Outlaw Bombers, who take out about 3/4 of your health if they hit you, are fast, and are a pain to capture (And are worth a lot when captured alive) because if you try to knock them out when their bombs are active, they explode and die.
In Munch's Oddysee, Vykker Sawbones. They kill you in 3 hits, are fast, have a lot of health, and usually come in groups.
Fridge Brilliance: Why is Stranger's voice acting so oddly paced and somewhat off? He's a Steef. A side character's conversation reveals that Steefs can't speak. Stranger had to teach himself how to speak the native language, but is not fluent.
Early in the game, Stranger says (with regard to his surgery) "I need this to survive." Once we know what the surgery is, his use of "survive" rather than "live" seems telling.
Fridge Horror: The bad ending of Abe's Oddysee has Abe being ground up into meat by Mullock; while horrifying enough, the fact that Abe doesn't turn into birds like the Abe's Exoddus ending spells out that, while non-canon, he actually dies forever in this ending.
Near the end of Stranger's Wrath, Stranger's bounty device converts enemies into ammo instead of saving them for turn-in later. The enemies are used as food for your ammo, which includes rabid furry things, bees, spiders, and spiked slugs. You get more ammo from live enemies.
Nightmare Fuel: Seeing various creatures get shot, sliced up by meat grinders, beaten to death, crushed by meat carcasses, electrocuted, eaten, or blown up is not for kids. Oh, and the bad ending of Abe's Oddysee is a more graphic version of one of the above; Big Face and co. leave Abe to die, and Mullock has him dropped into a meat grinder where he explodes into chunks.
The bad ending of Munch's Oddysee too: outraged that they were abandoned to cosmetic experimentation, the fuzzles gang up on Abe and Munch, resulting in the Vykkers capturing the duo and killing Abe; the game then cuts to Munch's race ending with him being violently eviscerated for his lungs (which are to be sold).
Porting Disaster: The PC Oddbox version of Munch's Oddysee and Stranger's Wrath were this pre-patching. When a fantastic spec computer struggles with broken textures, water that doesn't render right, random crashes, and control problems with a HD re-release of a five-year-old Xbox game, something's horribly wrong...
Polished Port: ...as opposed to the PS3 re-releases, which are completely bug free, work like a charm, and have some actual updated graphical quality to boot (like better fur on some of the furry stuff, like the stunks). A lot of these features were thankfully later added onto the PC port of Stranger's Wrath (hopefully Munch's Oddysee gets updated soon).
Tear Jerker: The opening to Munch's Oddysee is pretty sad.
Munch: My name is Munch, and I've been singing for them ever since. But nobody sings back.
That One Boss: Packrat Palooka, especially if you are trying to capture him alive.
The Dual Boss fight against the two Gloktigi can be really frustrating- if you let them get close, they can spam you to death with their spinning melee attacks.
Villain Decay: In the first game the Glukkons are going to have their slaves chop up their other slaves and sell them all as meat, killing and eating every Mudokon they could get their hands on in what amounts to genocide. In the second game, they have blind Mudokons dig up the bones of already-dead Mudokons as a secret ingredient in a vending machine drink, and use electric shock to make other Mudokons cry as the other ingredient. It's more cruel in some ways, but they're not killing anyone. (Because they can't, with Rupture farms rendered inoperable) In the third game, the Glukkons do things like trying to cut down a forest to make toothpicks. At this point some of the Mudokons have even willingly joined the Glukkons to make some money!
This seems to be intentional. Molluck was an evil bastard who enjoyed the challenge of killing his workforce. His subordinates in Exoddus don't really care about what happens to the Mudokons, so long as the moolah train keeps rolling in. (With the exception of the Brewmaster, who is obsessed with torture to make the best brew). In the third, everyone's just happy with the Mudokons being slave labour. It's the Vykkers who are looking for some suffering to inflict on everyone.
The Woobie: Poor Abe... all of the sympathetic characters in the series are this, really.