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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.
Crazy Awesome: Balgaine begins his battle with you chopping a train car into bits with his anti-tank chainsaw while riding a jetpack. Also the infamous flying with guns scene with Gawn.
Fridge Horror: Occurs to the party at one point near the end of the game - "If this is a prison... where are all the prisoners?".
It's meant to occur to you, the player. Think about what 78 years of war with technology of a level Twenty Minutes into the Future from 2010's would do to a planet and the people living on it.
Game Breaker: Raquel, period. She's supposed to be the Mighty Glacier, but she ends up being the fastest, most mobile character in the game thanks to her "Intrude" Force Power (which grants her an additional action and can be used up to four times in one turn with a full FP gauge) and her "Move & Attack" passive ability. This means that despite having the lowest RFX stat (which determines turn order), Raquel can engage the enemy before anyone else and often kill them in the same turn. With the game awarding a substantial experience point bonus to the character that lands the killing blow, this also means that Raquel has a habit of blasting past the others to become your highest-level character and never looking back. Take note, she's dying in this game.
Inferred Holocaust: So, what happened to all those Wild ARM monsters rampaging throughout Filgaia?
This is also how quite a few people view Jude's ending in the epilogue. The game says he simply became a forest ranger, but considering all the horrors he went through, it's possible the "forest ranger" part was just an excuse for him to abandon humanity and civilization. Forever.Then again...
There's also a certain story told by Amengard (May 7th) about the Telepath Mages....
Scrappy Mechanic: The Hex System. Granted, this is the first game that uses it, but forcing the choice of moving OR attacking(Except Raquel; see above) feels like wasting turns. Also, am I supposed to cluster together to perform combo attacks, or split apart to find treasure? Fortunately, this system is fixed in 5.