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.
Big Lipped Alligator Moment: The iconic zombie dance sequence counts as one - it comes in the middle of the music video's plot out of absolutely nowhere, featuring no explanation to why Michael Jackson turned into a zombie. The zombies, which were earlier shown having typical Zombie Gait, are somehow able to pull off elaborate dance moves in unison, while the girl is absent from the scene. In the midst of this, there's Michael's Unexplained Recovery to turn back into a human - another BLAM within a BLAM. Once the scene ends, the girl is back, Michael is a zombie again, and nobody acknowledges that the scene ever occurred. This doesn't stop it from being one of the best scenes recorded in a music video, though.
Fridge Brilliance: By saving all the choruses for the big dance number, it gives the video an unbelievable momentum. It's 14 minutes long, but it doesn't feel like it.
Michael invokes the MST3K Mantra when he and the girl leave the theater. It may be necessary to apply it to the whole video.
Memetic Mutation: One of the great pre-internet ones, the video popularized the concept of dancing zombies in pop culture, and even today if zombies dance, odds are they're doing something at least highly reminicent of the Thriller Dance.
And then in internet forums, a GIF image of Michael eating popcorn in the theater is used a lot, as a way of saying Pass the Popcorn below in a thread.