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.
Thor's third (if you count his previous attempt to catch it as the first, and his wrestling match with it disguised as a cat in 'The Journey to Utgards-Loki' as the second) battle with the Midgard Serpent. When Heimdall expresses amazement that the thunder god is holding his own against the monster, Tyr simply replies: "Of course. He is Thor!"
Ensemble Darkhorse: Loki. So much. He always had a big role in the comic, but when the later albums come around he's arguably become the main character.
Jerkass Woobie: Loki. He may be greedy, self-centered and slightly malicious, but he takes so much abuse for his schemes that it's hard not to feel a little sorry for him.
Moral Event Horizon: Surtr is set up as an exeptionally nasty jötunn when he is shown torturing Fenrir and then unleashing him on humans that where ordered to feed him. But we realise that he has crossed by far when he reveals that he fed Freyja to Fenrir.
Nightmare Fuel: Compared to the usual light-heartedness of the comic, Tyr's abusive family in "The Serpent in the Abyss" (and the way the usually heroic god is reduced to a cringing wreck by facing them) is definitely not Played for Laughs and is pretty distressing. Making it all the more cathartic when he finally tells his father where to stick it.