Alternative Character Interpretation: Jude, in his ending. 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.
Angst? What Angst?: Jude's hometown is destroyed, he finds himself in an unfamiliar Crapsack World with nowhere to go, and he has the world's most elite force on his tail. It doesn't affect his cheerful disposition in the slightest. When he sees his mother die, though, it's a different story, but he snaps out of it pretty fast, too.
Breather Level: There is a number of dungeons that are almost completely devoid of puzzles and consist only of three screens. They serve as a mean to provide a bit of story advancement or Character Development on each screen without either distracting the player with difficult puzzles or devolving into Info Dump.
Contested Sequel: Some fans like the Puzzle Platformer elements and the new HEX battle system, while others others lament the simplified puzzles, the short length and find the battle system to be heavily unbalanced. The fact that this entry deviated from the series' trademark Western setting also really did not go over well with many fans.
Event-Obscuring Camera: In certain rooms camera turns ever so slightly to the side when you approach a wall. Normally it's not an issue, but some puzzles that require hitting targets with projectiles become much harder because of this, as you'll need to carefully position Jude, instead of simply turning in one of four general direction.
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.
He's Just Hiding: Enil and Hugo have such ambiguous fates after being defeated that players insist that they weren't actually killed in battle, but they're confirmed to be dead in later dialogue. It's especially jarring with Enil, whose death, in the context of the scene, makes absolutely no sense and is so vaguely portrayed (dying in text only, with nobody confirming or even acting like someone just died) that it's extremely easy to think that they survived.
So, what happened to all those Wild ARM monsters rampaging throughout Filgaia after the ending?
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.
Sequel Difficulty Drop: WA4 is overall easier than the previous games, due to Raquel being able to move and attack in the same turn, the game levels being mostly straight hallways, the toll system being simplified, and most bosses being Puzzle Bosses.
Balgaine begins his battle with you chopping a train car into bits with his anti-tank chainsaw while riding a jetpack.
Gawn prevents a Macross Missile Massacre by destroying multiple missiles with his pistols, then stopping the last one with a single punch because he run out of bullets.
They Wasted a Perfectly Good Character: The Brionac Forces in general. For a team of renowned war heroes where the members have distinct personalities, motivations and superpowers, most of them don't get much focus and are treated like disposable Monsters of the Week.
