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.
Also, while the show is entirely set in Latin America, and a Spanish dub exist, it was never broadcast, aside from some Latin America channels. Understandably, as Spain conquistadores are the Big Bads.
The Spanish being the big bads is actually very debatable. If anything, the Olmecs are the Big Bads while everyone assumes the Spaniards are the Big Bads. There have been shown to be plenty of despicable people on both sides, with Marinche, probably being the worst you can get in this series, is an Aztec. (Even the Spanish Doctor who's traveling with her is disgusted when she suggests poisoning a villages's river supply)
The whole show is very careful to reinforce the point that aside from the three children (and any other children they meet), very few are Black and White Morality "good guys". Aside from those mentioned above, at least one tribe of Native Americans tries to sacrifice the children, and even the fabled Heva civilization ended up in a war of mutually assured destruction with Atlantis. Arguably the central conceit in giving the medallions to children at birth is because they would only use them for the right reasons.
Canon Sue: Mendoza's hyper-competence at (almost) everything almost puts him in this category. But mostly, he's just a cool guy for the Kid Hero to hang around with.
One notable (and rather amusing) exception comes to mind: in one episode, Mendoza uses his trickery to steal a cannon from the other Spaniards and bring it to the allied fort they're about to attack. Mendoza is confident the powerful cannon will hold the Spaniards at bay... until the time comes to use it and almost every single shot goes wide. Turns out he knew how to set the cannon up and how to arm it, but not how to properly aim the damn thing.
Oh, he knew how to aim it - he explicitly states the first two are "warning shots", with Pedro aiming - Gaspard tells Gomez that must mean Mendoza cannot aim a cannon. The third shot (aimed by Mendoza) misses, but only just, giving Gaspard a haircut in the process. The fourth is likely to hit, but spoiled by the cannon ropes giving way - nevertheless, the ballistic trajectory comes close to making Gaspard a lot shorter and considerably less alive. This leaves the plot to move forward, while avoiding the fact that sword and spear injuries are easier to bowdlerize than those made by a cannonball.
And not to mention, Mendoza's only there to get the kids out of situations they don't get out of themselves. The kids actually manage to outsmart him, even with the episode with the cannon. That said, in that particular incident it becomes clear for the first time that while his guile and cunning work well on the Spaniards, the natives tend to be inclined to shoot first and ask questions later (for very good reason, given the historical precedent).
There are several instances where Mendoza's planning and Batman Gambit strategy does not work out the way he intends. He's pretty adept at rescuing the situation via Xanatos Speed Chess, however - I don't think the children outsmart him so much as his adult predispositions lead him to try adult solutions (e.g. firing the cannon), which the children can circumvent (e.g by sneaking past the bad guys and using their own methods, which in later episodes usually involve fetching the Condor and scaring the bejeezus out of the antagonists).
Ho Yayinvoked: A Puppy Love version with Esteban and Tao, who cling to each other when stressed or frightened, invade each others' space at any time for any reason, and generally behave like a married couple. Also, when Tao was forced to destroy the Solaris, only the sight of Esteban calling to him could cheer him. Also: Sancho and Pedro for the adult version, or Gaspar and Gomez for the villain version.
In the sequel series, Esteban is overjoyed to see his friends. He hold Zia's hands... and then he jumps into Tao's arms.
In season 2, Zares manipulate our heroes in various Batman Gambit in order to facilitate the children discovering the City of Gold for him. In the end, all he need is reaping all the rewards. But his greatest accomplishment is keeping his true identity a secret: he's truly Ambrosius, the diminutive eccentric and friendly alchemist our heroes have being working with near the beginning. By the end of season 2, no one still hasn't discovered his secret identity (save for Tian Li who was too dumb enough not to warn our heroes.).
Nightmare Fuel (by children's TV standards): The Jade Mask. Dear God, The Jade Mask....
The documentary of a chicken's head being cut off in a children's show.
The BBC never screened the documentaries (which also contained re-enactments of sacrifice and grave-robbing), possibly for time constraints as much as content.
The slaughter of the helpless Mayas by the Olmecs with the Death Ray built into their flying machine.
The Family-Unfriendly Death of the High Priest of the City of Gold who is exposed to heat so intense that his clothes literally burst into flame on his body. The fact that he's Esteban's father only makes it worse.
Squick: Myeena is about the same age as the heroes, but she's engaged to a man who looks old enough to be her father.
If it helps, Myeena looks to be at least a couple of years older than Zia at least, and Wynacocha probably isn't THAT old- in his early to mid-20s would be more accurate than "old enough to be her father".
Ship Tease: Season 2 has a huge amount of Ship Tease, mainly with Esteban and Zia. You can see them constantly hugging and holding hands. When Zia saved Esteban's life, he gives her a smooch. Zia also has good deal of Ship Tease with Tao, Zhi, Prince Zhu and Gurban.
They Changed It, Now It Sucks: After the release of the preview trailer for the sequel series, which showed that the series would be animated with Cel Shading, a lot of comments pretty much declared that the whole thing was permanently ruined. Surprising? No.
Very much a case of Rose-Tinted Nostalgia Glasses on the part of some fans. Speaking as someone who loved the original series, the truth is that what made it special was being more than the sum of its parts - while some of the artwork in the original series was breathtaking, the overall quality of the animation actually varied wildly from episode to episode.
Season 2, Prince Zhu has his guards bring Mei Li brought to his bedroom in the Imperial Palace. While the two are friends and Prince Zhu only brought her so they can play ball together, this can come off as very wrong. A girl being brought against her will and is locked in a bedroom with a guy? Prison Rape.
Values Dissonance: Myeena, a tween, is engaged to Wynacocha, an adult man. Apart from Tao, who's disappointed she isn't available, everyone takes it in stride. Probably a case of Truth in Television; the concept of legal adulthood is a relatively new one and adolescents getting married was fairly common back then.