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.
That One Boss: Dark Force. It has an unblockable mind control attack that can make whoever it hits unable to do anything but stand there in despair and let himself be slaughtered. Rolf's Infinity+1 Sword has the power to dispell the effect, but it kicks in at random and it's possible for half your party to get killed before the sword clears your party's minds.
That One Level: Ikuto, the dungeon containing the Neishot and Neislasher. In order to proceed, you must fall into pits that lead to lower levels containing more pits leading to lower levels containing even more pits. You cannot see what's at a pit's bottom and most of the time, it'll be another pit dropping you all the way to the bottom (past the treasure chests) requiring you to start all over again.
Honestly, any dungeon once you reach Climatrol, but especially from the dams onward, can turn into this, especially if you somehow lack access to a map/walkthrough.
The Woobie: If you take her backstory in the Universe Bible to heart, Nei is probably the biggest Woobie in the series. She's been threatened, discriminated against and nearly lynched due to her being part human, part animal. She has a very short lifespan compared to a human. And when she finds a new home with Rolf, he's sent on a mission that will ultimately cost her her life.