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.
Accidental Innuendo: In Aralbad there are two possibly naked chess-playing men in one of the pools, who constantly describe the game in sexual-sounding terms. Like "I'll thrust through with the queen" or "I'll squeeze the bishop. Everyone loves a good bishop-squeeze."
If the player talks to Oscar when he's standing outside in Aralbad and Kate accuses him of being absent minded, he will say he thinks of many things, but he "doesn't think of watersports." There are many random words the writers could have used but they went with that one?
Anvilicious: The first game's plot seems like an attack on American culture.
Fridge Logic: Given how Hans Voralberg seems to have taken the time to set up everything he needed to get to Syberia some time before Kate showed up, a lot of questions get raised about how perfectly these inventions work and why Hans was still somehow unable to get to Syberia on his own.
He was able to get to Syberia for ages but he waited for Anna. Kate, who brought him the news of Anna's death, then became his surrogate big sister.
Designated Villain: Kate's employers and the PI they hire to look for her. They're not exactly nice, but their actions in the second game consist of them trying to find Kate before she disappears into the Russian wasteland and (they fear) dies. Their motives aren't exactly altruistic, but these are still hardly the actions of your typical antagonists.