Ass Pull: Peach getting "raped" in chapter 18. It isn't until sixteen chapters later that we find out that a random koopatrol used her Sneaky Parasol and disguised himself as her while she hid under the bed. Twink flat-out lampshades this trope.
Chapters 35 and 36. Mario and his friends enter a series of vortexes that transport them to various stages and mini-games that the Mario Bros. have been to in previous adventures. Um, okay then.
F.L.U.D.D.'s random appearance in chapter 24. Not only is it not explained, but as soon as the chapter ends, F.L.U.D.D. is never mentioned again.
Growing the Beard: The story starts out as a comical fanfic suited for young teenagers. But the further along it goes, the darker it becomes and the more serious the plot is. Some of the tasteless jokes also begin to go away as the story progresses, and many characters start to go through seriously needed Character Development. By the time chapter 37 comes around, the story really flushes out.