Ensemble Dark Horse: Pesmerga. This guy is always a late-joiner, doesn't contribute to the plot, and can be accused of Cool, but Inefficient (lack of rune slot and options for customization). And he's only in for 2 games. His fanbase is huge, thanks to his connection with Yuber as well as his badass Black Knight attire, and his default powerful stats for those who just doesn't want to bother with customization.
Harsher in Hindsight: Similar to the "Final Fantasy House", the website Housemate Horror detailed a similar person called the Sarah Saga... making some people react to a few of the characters in the first two games with disgust.
Player Punch: Nearly every game in the series contains at at least one star's death in the storyline and one important character's betrayal; generally, the main death is reversible or avertable if you collect all 108 stars of destiny, while the betrayal is not.
That One Sidequest: Assembling all of the Stars of Destiny. How difficult it is varies from game to game, but each one has at least a few Stars that are very difficult to figure out on your own, if not nearly impossible withiout a guide.