Marty makes a reference to the Mario brothers. This gets really interesting when you consider that Super Mario Bros., the game most people know Mario from, came out in North America in March of 1986 - about two months before the game starts. It's likely it was on Marty's mind because it had just come out and he was currently obsessed with it (much like how Wild Gunman would have come out less than two months before the time Marty came from in the movies).
Alternately, Marty could've been referring to the earlier Mario Bros. game, which was released in North America in 1983.
In episode 2, if you examine the bug zapper in 1986 before Biff and his brothers show up, Marty wonders when they got it, implying that it wasn't there in the alpha timeline and came about as a result of the alteration. Considering the only net major change made to the timeline was Kid Tannen's non-arrest and the resulting skyrocketing of crime in Hill Valley, you'd think doing something about the bugs on the front porch would be the farthest thing from the McFlys' minds. So what's the connection? When I saw Marty exploit its presence to KO the Tannen gang, a theory came to mind: the bug zapper was deliberately put there as a Tannen trap. The "past" Marty, being the clever little punk he is, had it hung there and perhaps upped its voltage for the primary purpose of using it to shock the Tannens into giving up the fight whenever they came to collect, much like the "present" Marty did. Small wonder the Tannens had to run the "past" Marty out of town...
It seems it's time I defended my logic. The bug zapper's still there in Episode 3, even though Hill Valley's now run by Citizen Brown instead of the Tannens. It's simply there for the proper purpose of a bug zapper in this particular timeline (if dust mites are sufficient to get a whole house quarantined, of course they'll take the bugs on the front porch seriously). In fact, maybe the bug zapper's preservation is an example of how time likes to keep its alterations minimized whenever possible. "The universe eats paradoxes for breakfast" sort of deal. I don't know how to explain it better.
In Episode 3, when Marty was finally convincing Citizen Brown that they could fix the DeLorean, Marty shows him Doc's notebook, which naturally should be blank as Citizen Brown never invented a time machine. The notebook is indeed blank except for the drawing of the Flux Capacitor. Why would the drawing of the Flux Capacitor not be blank as well? When Citizen Brown looked closely at the drawing and then looked closely at his own logo, he has a moment of dawning comprehension and is then completely convinced that he could fix the time machine. A good eye would notice that Citizen Brown's logo actually DOES look vaguely like the drawing of the Flux Capacitor. The drawing of the Flux Capacitor still exists because Citizen Brown had the exact same accident that Doc did and based his own logo on his vision of the Flux Capacitor!
This theory has quite a bit of ground to stand on when you think about it. The Doc gets a vision about a three-pronged shape, and somehow this is how the Doc discovers time travel. While how this happened in the original timeline is up for debate, in the "new" timeline, Marty showed up shortly after and claimed to be a time traveller, facilitating the idea that the Doc could use the idea to travel through time. In the corresponding period in the alternate timeline, Citizen Brown is married to Edna, and thus any ideas coming to his head at that time would revolve around her and her visions... so the rule-governed society based use comes to be!
"X11" is the code you have to set a Citizen Plus' watch to in order to induce a hypnotic trance. X11 seems like kind of a random letter-number combination, doesn't it? Not exactly. It's not X11, it's XII— the Roman numeral for twelve. This is in perfect keeping with the clock motifs that tend to haunt Time Travel stories.
The ending. Marty and Doc are naturally confused by the fact that Edna and Kid were married and well-adjusted... except when one remembers that Citizen Brown didn't want Edna to become a Crazy Cat Lady in 1986. Because of Citizen Brown's interference of Marty, he guaranteed that Edna would have a good future!
In Marty's dream of the first experiment, the Delorean doesn't show up at 1:21 a.m. like in the movie. Come part 4, the Delorean repaired by Citizen Brown, due to its damage, first arrives a few minutes after he intended, then about 2 months after the date he intended to go to in 1931, then several hours back in time when he tried to go back one minute. In other words, just like in the dream, the Delorean didn't arrive at the time it was supposed to.
During the course of the Telltale games, Doc is erased from time, and Hill Valley is both turned into a dystopian police state AND wiped from the map.. This means that Marty is the only original human being left in time. (We can be generous and say the rest of the world wasn't terribly affected, but given that Hill Valley was relocated in one timeline, and the lengthy span of time involved, not affecting anything outside of Hill Valley becomes less likely.) Technically, nobody is exactly who he knows anymore... And how the hell is he supposed to know what his timeline-native self did up to the point he returned. I don't know about anyone else, but this is pretty horrifying.
Technically, even Marty isn't the original, since at the end of the Part I, Doc went into the future and discovered that Marty got into a car accident and his kids were in jail, and he changed Marty's future by going back to get him.
Marty tells Citizen Brown that he was supposed to invent the time machine. His reaction isn't that bad; he's skeptical at first and tries to help him later on. But imagine this: You live your life, doing what you do, and suddenly someone presents you with evidence that you wasted your life, you could have done way more with what you were given, your entire existence is a mistake. He takes it surprisingly well and even manages to do what he was supposed to do, but really, how likely is it that Doc could invent time travel in half a year, when it took the movie Doc, who even had the opportunity to study the time machine, 30 years? This is kind of hinted at in Episode 4, when the ethics of personality overriding is discussed, but I think this would be a lot more horrific than it is portrayed in the game.