In Risky's Revenge, after beating the first dungeon, Rottytops will tell you that "Your curiosity can really pay off" if you talk to her. Now, what transformation power did Shantae acquire in the first dungeon? That's right, the monkey transformation! The game's telling you to be curious as a monkey. Also counts as a Stealth Pun.
In Pirate's Curse after giving Bolo the X-ray specs to help him with his nearsightedness, he offers to examine a fossil for you. Hilariously he's able to not only find out what it's a fossil of, but expertly clean and refurbish it. At first, this seems out of character for Bolo, seeing as his two engineering attempts in the game wind up constructed backwards, upside down, and inside out. However, you then realize that that's exactly what Bolo did with the fossil! He took the fossil, rotated it a bit, and made it so that its contents were outside the stone!
How does Shantae end up foiling Risky's plan in the original game? By going inside her Tinkertank, transforming into a monkey, and destroying its inner workings. She's a monkey wrench in the works.
In Pirate's Curse, when you get to the Propeller Town level where you find Bolo helping make the guidance chip for Ammo Baron's cannon, you can hear the melody of Bolo's theme in the music, foreshadowing the appearance of Bolo.
In Half-Genie Hero, Rottytops and her Brothers teach Hypno Baron how to summon a Eldritch Abomination in exchange for some coffee. While this seems wildly irresponsible at first, when you later find out the Eldritch Abomination is Squid Baron it starts making sense. The trade was far more reasonable than initially apparent.
In Half-Genie Hero, Holly is another half-genie who comes to town to replace Shantae, who's just been fired (again). But then it turns out she's actually a Ghost Memory. How's that possible? Well, half-genie powers are different from person to person and Holly's really a half genie according to her pointy ears, so maybe her genie power is to prolong her existence and/or power as long as she's remembered.
Fans have complained about Holly being forgettable and barely relevant to the plot at all, with some claiming They Wasted a Perfectly Good Character. That's the joke. The Shantae series loves using Self-Referential Humor to take potshots at other games and common video game tropes. This gets hammered home in the DLC campaigns, when Holly keeps getting interesting introduction scenes, keeps derailing the game's main plot to focus on herself, keeps being defeated in the same pointless boss fight, and then keeps being dropped and forgotten about by the game as the story gets back on track.
In the fight against him in Risky's Revenge, the Hypno Baron transforms into a palette swap of Shantae's uncle. A mimic, if you will.
Know how Shantae can replenish her health in Scuttle Town's bath house? Risky spends her time between areas bathing in her captain's cabin. That's why she also starts gameplay in each area at full health.
Risky Boots always seems to know exactly what's going on in Shantae's life and Uncle Mimic's lab, and her attacks on Scuttle Town always happen right as he's unveiling some advanced, world-changing thingamabob. Pirate's Curse explains why. Look at where the Scuttle Town Cacklebats are located. One is in Mimic's lab. One is over by Shantae's house. One is hidden in the trees right on the edge of the forest to the east of town. One is on a separate island far to the west of the mainland, with a pirate's dinghy floating in the background.
The name of Shantae's home town is Scuttle Town. Every Shantae game starts with Scuttle Town being invaded and shot to hell with cannonfire. To "scuttle" something means to deliberately destroy it or cause it to fail. The Mayor certainly doesn't bring it on himself on purpose, so who would own Scuttle Town that would deliberately destroy it? The same people that own Shantae and develop the games.
Pirate's Curse brings the brilliance full-circle by having Ammo Baron try to scuttle Scuttle Town after buying it from the Mayor so he could rebuild it into a forward operating base.
In Friends to the End, Shantae's first conversation with Risky Boots from the main game remains intact, despite every other cutscene after that being altered to have the boss give a Breaking Speech. Either Nega-Shantae hasn't picked up on what's going on in her memories yet or she thinks that Shantae's P.O.O.P.T.O.O.T. joke was Actually Pretty Funny.
Hold on a minute. The targeting module for Ammo Baron's Palace-buster was rendered unusable because of the way Bolo assembled it. Bolo quit soon afterward and the misfire blew up Techno Baron, so there's nobody to build a replacement module. How could that cannon fire with any kind of accuracy, let alone enough to track Shantae and hit the Pirate Master in the face? Risky Bootsbuilds war machines with cannons on them all the time. If she can't undo Bolo's handiwork on the crap module right then and there, she can raid her Tinkertub's spare-parts bins for a targeting module that already works.
Most of the bosses in Ninja Mode react with confusion upon noticing Ninja Shantae's presence, and then bemusement when she explains she's a ninja. Because they can see right away that she's not wearing a ninja costume, but her old potty-training pants.
A few of the bosses in Friends to the End seem to be geared around the character relevant to the level at the time. Bolo, who went with Shantae to Mermaid Falls, can easily grapple around the Giga Mermaid's chains to reach the weak points. Sky, who appeared the most affected by Holly, can use her long reach to deal with Wilbur's eye without much hassle. And Rottytops, who helped get Shantae into the races, can one-shot Ammo Baron's men even at her weakest.
Risky Boots keeps building her bases near volcanoes because she doesn't have to worry about providing heat for her steam-powered projects that way dangerous, but efficient!
In the first game, when Shantae falls for Risky's Paper-Thin Disguise in Bandit Town, she identifies Risky as a genie rather than a half-genie. Just a case of Early Installment Weirdness, right? Except at the time, Shantae is pretending to be a full genie, so she very well may have just assumed that a similar situation is at play!
Throw in an assumption that Risky's skin was just one of the ways her half-genie quirks manifested, Risky pretending to have mind reading abilities, and Shantae being naïve at the time, this even helps explain why she fell for the disguise: Shantae thought she met another half-genie like her!
She also didn't find out exactly what happened to all the genies until Pirate's Curse. No one in the first game knows that they've all returned to the Genie Realm by now, and so everyone seems to think that, while unlikely, it's still theoretically possible to meet one. Since Shantae's already met the three of them who were trapped inside the labyrinths, meeting a fourth one shouldn't come as much of a surprise to her.
In Seven Sirens, after you give the mayor of Arena Town the code book from Armor Baron, the mayor walks away in a rather odd fashion, keeping his hands firmly pressed to his hips and keeping his legs perfectly straight the whole time, never bending his legs. It's revealed just before fighting the final boss of the game that the mayor is actually Risky Boots in an elaborate disguise, wearing stilts to make her taller underneath the coat. The mayor was walking like his legs were stilts because Risky Boots was literally walking on stilts, keeping her arms out for balance!
In Seven Sirens, the guise Rottytops wore to become Fillin the Blank might seem like an obvious ruse that Shantae probably should've been more suspicious of. But from what Half-Genie Hero's DLC tells us, Shantae literally doesn't think "zombie" when she looks at Rottytops; instead, she sees her human soul that she met in the Village of Lost Souls in Pirate's Curse. Of course she's not going to make the connection between some zombie in a bedlah outfit and her own unique perception of one of her friends.
All of the Barons other then Squid Baron not appearing in Seven Sirens might seem strange, especially Ammo Baron, considering his brother appears in this game and he is the only other Baron along with Squid Baron to have been in every game since their introduction. However, recall that Shantae crashed his entire fleet in Half-Genie Hero and he needed scrap metal just to build something. He is most likely still trying to build his forces back up!
In Risky's Revenge, you can kill Wobble Bell to make him drop 100 gems. Unlike everything else, he doesn't respawn if you do this... In Pirate's Curse, the credits show Wobble Bell in the Village of Lost Souls, part of the afterlife.
Fortunately, Word of God is that Wobble Bell just got lost (literally, not metaphorically) to explain him ending up in the Village of Lost Souls. Shantae killing him isn't actually canon.
In Half-Genie Hero, Holly reveals that she's a memory of an influential idol who lived in Tassel Town hundreds of years ago. However, because a sandstorm doomed the village to a slow death, she died out and only persisted by becoming a memory specter. She then fixated her existence by bonding with her pet worm Wilbur, to whom she feeds the memories of anyone foolish enough to catch her attention, with Scuttle Town as her latest target. Who knows how many other pockets of civilization she went through to prolong her existence...
One might think that Risky Boots lost some essential Character Development in-between Pirate's Curse and Half-Genie Hero, as her schemes in the latter are purely For the Evulz in contrast to the former's Hope Spot ending that she might do a HeelFace Turn in the future. However, if you've played through Pirate's Curse and paid attention to the story, Risky mentions that the artifacts that you retrieved for her may have been cursed by the Pirate Master, all of which are returned to Risky at the end of the game. With that said, it is very likely that Risky's actions are due to being corrupted by her pirate equipment.
The curse is explicitly stated to be broken in the Golden Ending of Pirate's Curse. Given that her skin is the same pale purple as the Genies that she corrupts at the end of Half-Genie Hero, as well as Nega-Shantae, it's entirely possible that she's been too far gone from the start.
In Pirate Queen's Quest, dialogue from Hypno Baron confirms that Risky's possessed by dark magic. The fact that she powers up with stray pieces of it that she finds certainly doesn't help matters, either...
Fridge Brilliance: Risky seems to have gone back to her normal behavior during the DLC, and even agrees in the end to host Shantae's slumber party on her pirate ship. What's the explanation for this? The magical polarizer Mimic created at the end of the main game! If it was able to reverse the corruption the Tinkerbrain had wreaked upon the Genie Realm, there's no reason it couldn't have done something as simple as nullifying the darkness influencing Risky Boots while Shantae was fighting her.
In Seven Sirens Risky had sure that the sirens would grab Rottytops over Shantae so that the Empress Siren wouldn't be restored to full power. However what would have happened if Rotty didn't disguise herself as a half-genie? Risky said that they needed five half-genies so that means that Shantae would have been taken and the Empress Siren would been restored to full power...
Not necessarily. If "Fillin the Blank" hadn't shown up, Risky could've told Lobster Girl to teleport Shantae somewhere else rather than into a cage like the other girls. Or she could've discreetly led Shantae's friends to where she was being held so that they could free her, or she could've just freed Shantae herself. Risky is already operating under the assumption that the Empress Siren will backstab her once her use has run out, so there's not really any harm in giving her a reason to want to do so.