Nightmare Fuel: The comic's entire premise is that Eldritch Abominations have destroyed the world and lurk just beyond the gates. Just to drive the point home, there's a really horrifying infant death.
Viewer Gender Confusion: Pieta. In the first panel she appears in it's possible to make out the outline of breasts, but it's very subtle, and it's not until she's referred to with a female pronoun that some readers seem to realize that she's female. It doesn't help that her military uniform is ill-fitting.