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.
Demonic Spiders: The Harpy enemies. They are faster than you, dodge easily, inflict a multitude of status ailments including confusion and instant death, and tend to steal your items and run away. Thankfully they are also one of the game's Pinata Enemies.
Game Breaker: Casting Slow Down on an enemy and then attacking with characters equipped with the Decelerate skill practically guarantees that this enemy will never act; equip "Accelerate" on your own characters to make it certain. This is the best way to deal with bosses. All these abilities are included in the four classes you have from the beginning of the game.
And that's not the only one. Having a slow character use the Strider class' "Trail" on a fast character to give them twice as much range; "Turn Shift" chains; "Anchor Hook"ing enemies into Bottomless Pits; "Intrude" chains; Felius' "Status Absorb" + High Cavalier's "Status Transfer"... It's a Turn Based Strategy RPG, finding Game Breakers is part of why you play it.
Good Bad Bugs: If you have one item, and a Harpy steals that item from a Copy, and you use it in the same round with the person who the Copy is based off; you now have 255 of the item.
Tear Jerker: King Hrathnir's Heroic Sacrifice becomes even more heartbreaking on a second playthrough when the player realizes that he figured out the truth and really is saying good-bye to his real daughter as he asks her to kill him!
Alexia mourning for Hrathnir after Act 3-2 is short, but powerful.
The backstory as to exactly why Clarissa hates lies so much definitely counts.
Viewer Gender Confusion: Weisheit. His voice actor sounds like a woman, and the little chest flair on his portrait might be a rather Pettanko-esque set of boobies... But all the other characters call him a guy.
Rupert isn't sure if Weisheit is male or female at first, either, so it's not just the audience.
The truth is complex: Weisheit is actually "Kressen," a man who can inject his consciousness into other people via ARMs. Weisheit - the body - is a woman, and as such is acted by a female seiyuu, but because her consciousness is a man, everyone calls her "he".