Esoteric Happy Ending: In Homura's true ending, even if all the girls survive and have a stockpile of grief seeds, the odds are still against them living very long as Puella Magi. And in the "Homura dies alone" ending, Kyubey comments on how he'll just wait until something comes along that does require Madoka to contract.
Fridge Logic: In one of Homura's routes the aforementioned "Homura dies alone" ending. Homura defeats Walpurgis and dies after sharing her last moments with Madoka. This would mean her Soul Gem wasn't destroyed or fully tainted, as she doesn't become a witch. So she died from her injuries, something that shouldn't be possible according to Kyubey.
There's a speculation that because Homura dies preventing Madoka's contract, she has no regret in her heart knowing that Madoka is safe. Because Witch transformation twisted the regret of magical girls' souls into monster, Homura can't turn into Witch even though her Soul Gem is corrupted for she dies in peace like the magical girls after Madoka's ascension and Madoka's death in the first timeline. There's no confirmation, so the speculation is still a speculation.
Player Punch: If you unintentionally end up turning any of the girls into a witch.
Stock Image Failure: To cut corners, some shots from the anime were used. It's very noticable when Kyouko asks Madoka to try and speak to Oktavia and the background is when the barrier resembled a classical music theatre, when the current barrier is a laser light show concert hall. Also it's very easy to tell when characters have been replaced (e.g. Madoka cradling Mami's dead body is identical to her cradling Homura.)
That One Boss: Ophelia. First off, you're all on your own as Homura, so you can't switch to anybody else if her health/magic gets too low if you're low on items and Grief Seeds. Her minions are Demonic Spiders that like to gang up on you, and can attack from a 5 square radius - meaning that they'll probably take off a fair bit of health if you let them. Ophelia herself is a hard hitter, but to top it all off, she uses Rosso Phantasma to create very similar duplicates of herself. Unless you find the real one quickly, the duplicates will keep attacking Homura during their turn - and they hit just as hard as the original, not to mention each one of them can spammingly turns into spears that attack from afar too.