Americans Hate Tingle: Due to Values Dissonance, Western players do not take to Xiaoqiao well. The reason stems from her appearance making her much younger than her husband Zhou Yu (whom fans mostly respect), making him look like an Ephebophile; adding to the fact she's very bubbly and perky, yet not exactly known for her intelligence, just adds fuel to the fire. Eastern fans are more accepting of her, though it's still somewhat acknowledged she feels too young to be Zhou Yu's wife.
Broken Base: Wu fans as a whole can be broken into two camps: one camp that thinks that the treatment to the Kingdom is fine, or the camp that thinks that Wu has been severely neglected by Koei, as shown by making Wu an afterthought once the Jin era started and not covering the late Wu era. Of course, the first camp usually understood that the source material didn't heavily focus on late Wu era either.
Harsher in Hindsight : Considering that Sun Quan's insanity and stubbornness was one of the primary causes of Lu Xun's downfall coupled with Wu's throne succession crisis and being a victim of vicious slander, it is implied in historical text that Lu Xun committed suicide in the end, leaving behind his family and orphaned son with no wealth and no honorable funeral was given to the Wu general. Poor Lu Xun.
Gan Ning and Ling Tong. They hate each other at the start due to the former killing the latter's father. But with a dash of Foe Yay to spice things up, shippers could have sworn that these two are just having a lovers' quarrel. This goes Up to 11 where Ling Tong tears up after witnessing Gan Ning's death in 6 and 9.
Sun Ce and Zhou Yu. They're historically Blood Brothers who always watch each others back. This is showcased in Zhou Yu's ending for Dynasty Warriors 6 where he and Sun Ce leave the leadership of Wu to Sun Quan and ride out to the suntogether.
Lu Xun and Zhu Ran's friendship is absolutely overpowering which is blatantly obvious in Dynasty Warriors 8: Xtreme Legends where they both help each other in the fire attack against Liu Bei. Their obsession with fire might have something to do with it.
Taishi Ci and Sun Ce. They considered each other as Worthy Opponent before the latter recruits the former for his cause. There's even this cutscene from Dynasty Warriors 6 where Sun Ce chases Taishi Ci, pushes him off his horse and lands on top of him.
On the Les Yay side, Lianshi and Sun Shangxiang. Asides from being her bodyguard, Lianshi is very concerned of her Princess' well being most especially after the events of Fan Castle. This relationship is very evident in Warriors Orochi 3 where in a side mission, Sun Shangxiang has to save Lianshi from Taira Kiyomori's brainwashing.
Iron Woobie: Sun Quan - he loses his father and older brother in rapid succession, forcing him to lead Wu at a young age when he has accomplished next to nothing compared to them. His best officers (Zhou Yu, Lu Su, Lu Meng, Taishi Ci and Gan Ning, among others) die one-by-one, while his sister chooses to stay with the opposing side, never to return home. However, that doesn't stop Quan from keeping his kingdom together for years, even outlasting the Shu Kingdom.
Memetic Molester: Huang Gai, as a result of his Musou Attacks beginning with Dynasty Warriors 7 incorporating wrestling techniques, particularly the "Backbreaker", which is officially named as such, but actually based on the "Kinniku Buster". Find any video online of him using the Kinniku Buster on female characters, which also gives players a view of their behinds. Additionally, it doesn't help he's an aged, muscular character, whose design in modern installments reveal plenty of skin compared to other male characters.
Gan Ning's signature bells provide a minor example: in some games, they have a tendency to sound distracting, even through the screams of Mooks getting hacked and when players are walking around an otherwise quiet camp. These bells are also present on all of his costumes, despite them not having bells.
Sun Jian's nine-ringed blade features a ringing sound as well.
In a 4's gaiden stage, "The Imperial Seal", Sun Jian's "You still haven't found it?" is guaranteed to be this when you get frustrated for unable to find the Seal.
Narm: In 9, some of the deaths for the Wu characters were them sitting down and bowing their heads as if they're going to take a nap. The worst is Gan Ning's death because of a glitch where Ling Tong runs passed him while Gan Ning just sits down on a rock with his head bowed down which is a huge contrast with his death in 6 where he slumps on a tree and Ling Tong holds him before he dies.
Older Than They Think: Any "Best Her to Bed Her" sub-plot regarding Sun Ce and Zhou Yu against the Qiao sisters (such as in Dynasty Warriors 5: Xtreme Legends and 7) isn't anything new to the series. It's likely inspired from a Peking Opera production called Fenghuang Er Qiao - the sisters are depictedas skilled martial arts practitioners. Their father, Qiao Xuan, believed his daughters to be perfect matches for Sun Ce and Zhou Yu, thus issued a martial arts competition between the four so the future husbands could prove themselves worthy and engage his daughters in battle. Depending on the adaptation, they may do so by engaging in a sword fight or by hunting down tigers; Sun Ce and Zhou Yu prevail, leading to marriage with the sisters.
Romantic Plot Tumor: It wasn't hard for players to see this happen regarding Sun Quan and Lianshi's relationship in 7, where it took about half of Wu's story, while pushing other influential officers to the side as secondary characters. It was as if Koei Tecmo attempted to shoehorn the fact that Lianshi is historically Sun Quan's closest and favorite wife, as both were genuinely Happily Married in Real Life (unlike most of the other couples at the time whose marriages were for political purposes). However, this was Downplayed in 8, where their developing relationship was mostly only alluded to in camp dialogues.
Ling Tong's nunchaku were traded in for an An Axe to Grind in 6, which didn't go over well with some fans when it gave him personality, though this was mitigated with him using a sanjiegun in 6: Special, until the 7 and 8 installments Zigzagged him between the nunchaku and sanjiegun, respectively; Dynasty Warriors 9 finally settled for the former.
Similarly, Zhou Yu losing his iconic gudingdao for a Simple Staff in 6 was seen as a downgrade, until players discovered his moveset for the weapon fit his character traits.
Zhou Tai replacing the miaodao for a generic dao in 6; fortunately, his old weapon was quickly brought back in 7 and stays with him all the way into 9.
The Moveset Clone debacle in Dynasty Warriors 9 has seen no end to how some characters lost their unique weapons. Case in point, Sun Ce using a longtou dazhadao in place of his trademark tonfa really riled up a lot of fans.
Daqiao's history has potential due to her very strong historical connections to a good amount of characters. But alas, like her younger sister, she was often pushed to the sidelines after her husband's death in most of the games, with Xiaoqiao following soon after.
In Zhou Yu's hypothetical DLC scenario for the ninth game where he outlives his death, it is expected that Xiaoqiao would, at least, have a role in her husband's plan except she never shows up at all!
In fact in later incarnations, Sun Shangxiang's life post-marriage with Liu Bei isn't shown up until her saving Liu Bei in Yiling from her brother and eventually being in his deathbed. Her being involved in the Shu Wu alliance only appears in hypothetical plotlines, but often her life in Shu is virtually invisible.
They Wasted a Perfectly Good Plot: The lack of playable officers from the late Wu generation (except for Ding Feng) prevented the Wu storyline from going further into Sun Quan's reign as the Wu emperor and other events that occurred after his reign, leading to Wu's collapse. The NPC conversation (,  and) from the Wu civilians in 9 hinted the Succession Crisis within the Sun clan but this only occurred offscreen.
Tier-Induced Scrappy: Sun Ce made his debut in Dynasty Warriors 3, but was deemed this due to an incredibly poor move-set, which was bad at filling up the Musou Gauge, with a C4 attack seen as "laggy" and a Musou Attack with terrible crowd control due to its honky hitboxes.
The Woobie: Daqiao is the kind of girl you just want to give a hug. The girl is pretty timid in times of wars, but then at least she's blessed with a husband like Sun Ce, right? Nope. He died way too soon, leaving her a heartbroken widow that continued to support her husband's legacy by supporting his little brother, despite how much it's putting her in a Despair Event Horizon in a world where her husband was done. Sure, at least her sister Xiaoqiao was there to keep her going, but sometimes, hugs from her sister might not be enough...