The Demon lord is a girl.
Basically even if Mao is powerless. The Cute Monster Girl she looks like now is her true form. And her appearance as a Demon Lord is an illusion.- Confirmed as of Episode 6! Turns out Mao's Demon Lord form is just her having gone One-Winged Angel for her battle against the Hero.
Mao and Princess Rona will end up together.
For a series that is about subverting and parodying the JRPG, having the Princess and the Demon Lord get together would be one of the biggest subversions.- Jossed as of Episode 12. The episode shows Rona still fawning over Yusha while taking a And the Adventure Continues ending.
Rona is the one truly behind everything.
Rona seems to know the truth about Mao sensei and her flashback showed glowing books. It could be possible that the true villain is Rona who somehow pulled Mao into the past in order to remove her as demon lord and make an alternate timeline where she and Yusha can get married and live in peace. More evidence exists with the intro where Mao and Rona are shown side by side suggesting a Big Good Big Bad dynamic between the two.- Jossed for the most part. The ominous lines she said turn out to be quotes from a book that she was reciting, plus the closest thing to the true overarching antagonist may be the force that controls the destiny of the Hero and the Demon Lord.
Yusha is actually a sociopath.
Judging from her secret dream in episode 10, she only wants to be acknowledged and praised by everyone else for the sole sake of being The Hero. Her Chronic Hero Syndrome has nothing to do with any desire to actually save the people who's in danger and more that she wants to do heroic things for herself just to feel better. She show zero empathy for others, being a Kleptomaniac Hero, and doesn't pay her comrades' advice in any heed, despite multiple warnings, thinking her approach is always the right one regardless of what anyone else say and makes up her own reality which she believes is the right one because "she's the hero." Among other things...She's essentially the deconstruction of what a person who willingly would act like the classic RPG hero would be like.
