Archive Panic: The series consists of ten main volumes (each of which is a Doorstopper in its own right), a separate series of six novels by co-creator Ian Cameron Esslemont, a prequel trilogy two-thirds published as of 2016, another prequel trilogy by Ian Cameron Esslemont, and six novellas. All in all, that's 25 books, with more on the way. That, and the fact that there are two authors writing in the verse, is enough to trigger Commitment Anxiety in the casual reader.
Base-Breaking Character: Karsa Orlong. A Conan the BarbarianExpy with vastly more power and fewer redeeming qualities. Oh, and he also rapes people repeatedly in his introduction story, while calling them 'children', though they're adults, due to the difference in size between his race and theirs. And yes, the effect of Hot Skitty-on-Wailord Action is fairly graphically focused on. He himself considers his own actions the epitome of heroism and everyone not willing to follow in his footsteps a coward. As you might expect, this makes him slightly controversial. However, Karsa Orlong is intended to be a deconstruction of the Barbarian Hero archetype and is not intended to be sympathetic (at least at first), as per Word of God (which can be read here). As for his tendency to rape people, this goes away as he undergoes Character Development and his motivations become more nuanced and thoughtful, inasmuch as they can be with Karsa Orlong, and he switches from rape and murder to wanting to destroy civilization as a whole. Even fans of the character don't find him sympathetic when first introduced and some readers remain staunch haters of Karsa Orlong to the end.
Complete Monster: Bidithal is an elderly member of the rebellious army the Whirlwind and its most powerful High Mage who gets away with his atrocities due to his power and high position. He has a disturbing taste for little girls that he rapes and performs female circumcision on. In his darkest act, Bidithal captures the adopted daughter of the Whirlwind's leader, Felisin the Younger, and rapes her. He tells her he will "drink all the pleasure from your precious body, leaving naught but bitterness, naught but dead places within." Even the barbarian Anti-Hero Karsa Orlong finds Bidithal an utter blot on humanity as a whole and relishes a chance to force Bidithal to choke onhis pleasure.
Crazy Awesome: As we see in The Crippled God, after becoming Master of the Deck, Captain Ganoes isn't afraid to come to talk to a dangerous enemy commander, just to see what person she is, and piss her off just by talking... and he gets away with it!
Cult Classic: Opinions abound that it will never reach mainstream success circa A Song of Ice and Fire because the depth and complexity that makes it great is alienating to casual readers, and cannot be translated to other mediums.
Darkness-Induced Audience Apathy: The Malazan Book of the Fallen doesn't always do this, but it did creep up during Midnight Tides. That novel depicts a war between the Tiste Edur (a nation that keeps humans as slaves and is ruled by an insane emperor who works for an Eldritch Abomination) and Letharas (a brutal, expansionist empire that takes the flaws of capitalism as far as it can without being Played for Laughs). You can't even blame one side for being the ones to initiate the war, since they're both pretty eager for it even before the first blow is struck. Sure, individual characters on both sides of the conflict can be quite sympathetic, but the outcome of the war isn't that suspenseful, 'cause you know you're gonna wind up with a regime of violent, oppressive conquerors either way. The continuation of this plot after the war ends only makes it worse because the victors lack the finesse to control their new subjects, resulting in them slowly being undermined and torn apart by their supposed subjects. Things only improve after a lot of important character deaths when the Tiste Edur give up and leave while Letharas gets a decent ruler.
Growing the Beard: Gardens of the Moon, the first book in Steven Erikson's gargantuan Malazan Book of the Fallen sequence, drops the reader in the middle of an ongoing war with little explanation of what is going on. The lack of scene-setting or explanations for concepts in the book have led many to give up on the novel, as acknowledged in later editions by the author. Fans suggest that the book doesn't settle down and become comprehensible until a good 150 pages in, and many suggest skipping it and starting with the more traditionally-structured second book, Deadhouse Gates (set on a different continent with different characters) instead.
Hilarious in Hindsight: In the volumes Midnight Tides and Reaper's Gale (the latter published in 2007), one plot thread is Tehol Beddict's plan to destroy the economy of Lether by exploiting everyone's greed. Considering how much of the 2008-2009 economic unpleasantness was caused by unsustainable and shortsighted investment and lending makes it even better.
Felisin Paran. Sure, she's abrasive and ultimately leads a fanatical rebellion, but she was sold into slavery by her own sister (to protect her from the Malazan Empire's cull of the nobility, but Felisin seems to have regarded it as a Fate Worse than Death), prostituted herself to protect herself and her friends as a result, lost several of those friends in her escape from the Otataral mines, became the mind slave of an insane goddess who wants to wipe out humanity, and is ultimately killed by the aforementioned sister, who never even realises that she was fighting Felisin. Her whole life is basically one big Trauma Conga Line and ultimately a particularly nasty case of Shoot the Shaggy Dog.
Rhulad Sengar. Yeah, he's technically an Evil Overlord and has done some inarguably bad things — but just look at the rest of this list. You've got to feel sorry for the poor guy. He needs a hug. And possibly, a therapist.
To a certain extent, Kallor. He has very few, if any, redeeming qualities and most of his problems are self-made, but given how much his life has sucked it's difficult not to feel somewhat sorry for him as well.
The Pannion Seer, whose admittedly reprehensible actions are the result of being driven insane over hundreds of thousands of years due to actions of the Crippled God and a K'Chain Che'Malle Matron, plus his own guilt over what he believes to be the death of his sister. When he's de-brainwashed he turns out to be a pretty nice fellow.
The Crippled God himself, whose long imprisonment would probably have driven anyone mad. All he really wants is to get home. When he's freed he turns out to be quite nice and actually assists the heroes in saving the world from the Otataral Dragon, not to mention potentially being the narrator of the whole series.
Challice is not only introduced as a spoiled upper class brat looking down on others, when Toll the Hounds rolls around, she turns out to be unfaithful to her husband — it's implied serially — but it's also made plain that this is because she's been cajoled by the strictures of her society and family pressures into a loveless Arranged Marriage with a man who's a bit too much of a Jerkass for her to ever love. She clearly feels trapped by the norms of Darujhistan nobility and it's indicated that the main reason she cheats is because it's the only thing that makes her feel alive. She talks about her plans of escaping, but inwardly she suspects they will never happen. Ultimately, when Darjuhistan comes under siege by Hounds of Shadow, she is so overwhelmed by fear that she ends up killing herself, not aware that her husband has been killed in a duel — by her lover, no less, albeit for reasons of revenge that have little to do with her marriage. In the end, she never learns to show others her true self, and her Jerkass behaviour hides a woman who has chased youthful dreams but ended up in a nightmare.
Mayen abuses Feather Witch in order to inflict the abuse she herself faces after she intentionally walked into her marriage with Rhulad to show her original betrothed, Fear, that he's not being taking enough interest in her for her likes. However, she ends up as the victim of rape at the hands of Rhulad, who himself may very well be too insane to realise that what he's doing is wrong at first. He eventually comes to a Heel Realization and both makes Mayen stop her abuse of Feather Witch and frees Mayen of her forced betrothal to him, but by this point she has already crossed the Despair Event Horizon and after being chased by Letherii with unknown intentions she is ultimately Driven to Suicide.
Feather Witch also qualifies; her abuse at the hands of Mayen qualifies her for the Woobie part, while her appalling treatment of Udinaas, who is hopelessly in love with her, qualifies for her the Jerkass part. It's subtly hinted at one point that her treatment of Udinaas may be due to her unwillingness to reciprocate his affections and that her story may have turned out quite differently has she not given herself to half the village in search of power and influence, but it's not firmly established one way or the other, even in her internal monologue.
Lost in Medias Res: Steven Erikson claims to have deliberately started the series halfway through the events depicted in Gardens of the Moon, and without giving much explanation about what came before, in the foreword to recent editions of the first book, in order to weed out readers without enough patience to enjoy the series.
A particularly obvious example, Sirryn Kanar in Reaper's Gale seems to exist solely to cross it repeatedly.
Mallick Rel convincing High Fist Pomquarl to abandon Fist Coltaine to die outside the walls of Aren. Particularly vile since Coltaine was less than five hundred metres away, the garrison was more than strong enough to rescue him and Coltaine had just spent the last few months leading 30,000 Malazan refugees across a desert to safety.
If that's not bad enough, only a few pages later Rel betrays Aren to the Army of the Apocalypse, resulting in 10,000 soldiers being crucified and left to die.
And the absolute worst part? He's a Karma Houdini, and when his plan fails he convinces everyone that he was the hero who defended Aren and that Coltaine and the Wickans were the true enemy. After Laseen's death he becomes Emperor of the entire Malazan Empire.
Slow-Paced Beginning: A common phrase said by fans to new readers of Malazan Book of the Fallen. The first book throws the reader in the deep endwithout so much as a "can you swim?", with a whole host of characters and events and expects you to run with it. After the first few hundred pages, after the reader has acclimatised themselves, the experience quickly becomes less "Huh-wha?" and more "Ooohh! That's clever." Addotionally, the first novel is considered the least well-written of the ten books in the series and is much slower going than the action and plot packed second book, Deadhouse Gates. Some reasons for that are that Gardens of the Moon was written almost a decade before its follow-up, Deadhouse Gates, and was originally written as a film script before Steven Erikson decided to turn it into a book.
Wangst: So bad it results in Angst Dissonance for many readers. The Tiste Andii explicitly have Wangst as their Hat... although they are not more wangsty than everyone else...