Accidental Innuendo: When Cao Pi first met Zhenji in Dynasty Warriors 5, he flirts with her by praising her that she's a beautiful flower and asks her if she wants to join him where she would rather have "your petals bloom...beneath me?"
Xiahou Dun is slowly veering toward this path, having been openly admitted by the series producer for being his favorite character. In the modern installments, Dun's received special treatments from appearing in the opening CG movie to appearing in battles he didn't historically participate, even taking screen-time from other characters (Cao Ren and Xu Huang at the "Battle of Fan Castle" in Dynasty Warriors 7 being the most egregious example). These alone raised many controversies among fans, accusing Xiahou Dun for stealing the already minimal- to non-existent appearances of less popular characters.
Xu Zhu's portrayal in this series is either acceptable and gives a unique color to the Wei force or is considered an insult to his historical/novel counterpart, where he's known as one of the most fearsome Wei generals, instead of the constantly-hungry fat simpleton the games has turned him into and further exaggerated with the English voice he got ever since 4.
Guo Jia. His handsome looks, lax attitude and strategic mind earn him many fans which got him first place in the latest Japanese popularity poll, beating the likes of Cao Pi and Xiahou Dun.
Out from the Wei newcomers in 9, Man Chong seems to garner much attention due to his character design and personality.
Foe Yay: Cao Cao with Liu Bei in almost all installments, though the end of their respective Hypothetical Routes in 8 are what takes the cake. Meanwhile, Wang Yi can't help but antagonize Ma Chao with any chance she gets if they encounter one another during battle.
Good Bad Bugs: Jump canceling Zhenji's EX attack in 7 can result in her suddenly entering a slow-motion state until it's performed again or it wears off.
Harsher in Hindsight: Within the games and historically, Guo Jia was struck with illness and died at a young age. The character's voice actor, Junichi Miyake, went on a medical leave since 2014, preventing him from reprising his role for Dynasty Warriors 9.
Cao Cao has the largest pool of this with nearly every male character in Wei, chief among them with his cousin Xiahou Dun. Dian Wei and Guan Yu, when the latter was serving under Cao Cao, are a tie for second.
Given how Camp Gay (or Camp Straight) his portrayal in this series is, any time Zhang He interacts with a male, though Xiahou Yuan seems to be the recipient of most of his antics. For instance, in Dynasty Warriors 6, Zhang He's saddened to learn that Huang Zhong shoots Xiahou Yuan dead at Mt. Ding Jun.
Cao Pi with Sima Yi, particularly in the former's Musou Mode ending in Dynasty Warriors 5.
Li Dian, with Yue Jin. They debut together in Dynasty Warriors 8 and are always seen together in several cutscenes and battles. It doesn't help that that they have duet character song together.
The Wei strategists are very tight knit group who would always show concern to each other. One of the most extreme examples would be Guo Jia and Xun Yu where the latter shows a lot of concern on the former's health.
Man Chong and Xu Huang are paired together because they were good friends in history and the novel as the former is responsible for having the latter join Wei.
Jerkass Woobie: Wang Yi is an eerily sadistic, nasty woman, until players realize what made her like that, thus it's understandable why people do like to cheer for her - her clan and everyone she cared about were slaughtered by Ma Chao, who pranced around "in the name of justice" as if it were collateral damage, claiming that Cao Cao wronged him and must pay for that, while not even batting an eye on the damage he caused on her. It's no wonder Wang Yi flipped in the face of such unanswered Hypocrisy.
Even when the games depicted Wei as the "villainous" faction, as per the novels, fans embraced and ran with that idea. Nowadays, the faction has Downplayed the "evil" traits from earlier installments, yet garner just as many fans for the Shu and Wu characters.
Despite being shown as unhinged and more "evil" than the rest of the faction, there are more people who want to see Wang Yi win and put Ma Chao's head on a spike, when they consider her desire for vengeance to be more justified, disliking the Hypocrisy that Ma Chao unveils or citing that Wang Yi was historically more of a moral figure, while Ma Chao was adamantly worse.
Apparently, Xiahou Dun/Xun Yu pairing seems to be very popular in Pixiv. Except that these two only have one interaction with each other which is the Battle of Puyang where Xiahou Dun lost his eye.
For some reason, Cai Wenji and Yu Jin are paired together despite that they never talked to each other in the games except for that one mission in 8: Xtreme Legends where he, Yue Jin, Li Dian and Xiahou Yuan went around the battlefield to look for her.
Wang Yi changed her weapons from a pair of trishulas (debut in 8: Xtreme Legends) to emeici (8: Empires). While these two weapons match her personality, the wind and fire wheels used in 9 is seen as a setback for her, since the latter is a better fit for a character like Sun Shangxiang. And because of the complaints of her weapon change, she got her emeici back... as DLC.
Cai Wenji used musical instruments such as an erhu (Dynasty Warriors: Strikeforce 2) and a konghou (all other apperances pre-9); justified when her famous work as a poet and musician are made explicit. Similar to Wang Yi, giving Wenji a chain whip is unusual when it doesn't fit her personality.
Part of Zhang He's appeal was the use of a pair of claws; ditching them in favor of throwing knives is non-sensical, especially when fans recalled the blowback of him using a qiang in Dynasty Warriors 6, something that Koei Tecmo rectificed in 6: Special with He using the claws again. Like Wang Yi, he got his claws back...as DLC.
Zigzagged with Yue Jin: the twin hookswords are replaced with twin rods. While most fans were disappointed, this was resolved when players discovered he still retained some of his original hooksword move-set from 8, turning the twin rods into a pseudo-Palette Swap of his original weapon. His hookswords came back as DLC.
What an Idiot!: In Dynasty Warriors 8, during a battle against Lu Bu at Puyang in Wei's Story Mode, a peon shoots an arrow and hits Xiahou Dun, taking out his eye. Instead of running away, the soldier stands there and gloats how they will be victorious; he's filled with arrows by Xiahou Yuan and Yue Jinnote In the novel, it's Dun who kills the assailant, while the latter is mentioned to be Cao Xing (no relation to Cao Cao).
The Woobie: The games paint Cai Wenji as a tragic beauty, especially if one looks at her historical counterpart. This is reflected in her poetry.
Emotions stirred, I think of my parents, Whilst I draw a long sigh of endless sorrows.