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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.
YMMV: The Orphan's Tales
Awesome Music: American pagan folk artist S. J. Tucker has created two CDs of absolutely stunning songs to accompany the books, with Ms. Valente's blessing. You can find them here and here (warning: the first song on the second album contains major spoilers.)
Fridge Brilliance: The four books evolve around a set of harmonious themes: "Steppe" is about birth and metamorphosis; "Sea" is about travel and finding your passion in life; "Storm" is about death and sacrifice; and "Scald" is about healing and life-in-death.
The revelation of the girl's identity.
Genius Bonus: Practically nonstop. Catherynne M. Valente was a medievalist scholar, and a little research into monsters and mythology of the medieval period will reveal how many creatures she borrowed from preexisting stories. Like cyclops that are at war with griffins, dog-headed men, people with one giant foot, goldfish that can turn into dragons if they swim over a waterfall (Japanese myth, along with polite kappas and fox-women), even huldras. Yes, one-third girl, one-third cow, one-third tree? Authentic Germanic myth!
Nightmare Fuel: Gholod at the end of the tale of Maciej and Malgorzata: "I saw him, and I hungered." Spine chills, right there. And, just a couple pages later: "I wonder what you will look like when you have passed through me?"
All of Marrow. Especially the Mint.
Woobie: The Manikarnika, Itto, Hind, Zmeya, the girl herself and many more.