Due to the possibility of getting Crimson weapons that're essentially near-endgame-quality weapons (if not endgame quality) via transmutation, just about every party will include Lawfer, Aelia, or Arngrim and every sorcerer will be Mystina. It doesn't help that two of these characters (Arngrim and Mystina) are compulsory for the Ending A and cannot be sent up to Valhalla.
For magic, you'll most likely only be using Firestorm (at first), Lightning Bolt (if you get Nanami early) and then Mystic Cross (once you get Lorenta) for the best great magic in the game, Celstial Stars. When you're not casting that, you'll be casting Might Reinforce and Sap Guard.
In the Seraphic Gate, your party will most likely consist of nothing but sword users.
Auto Item and Guts are flat out required to beat the game as well, so they will be on every character's skill.
Loki is responsible for a vast amount of misfortune by playing the Aesir and Vanir against one another. Murdering Lenneth's beloved to steal the Dragon Orb from the Aesir, Loki confronts the Vanir's leader Surt and promptly murders him with the Orb. Loki then attacks Odin himself, revealing how badly he's played him, before annihilating him and all of Valhalla. When confronted by Lenneth, Loki declares his true intention to reduce everything that exists to nothingness, and promptly annihilates Asgard, Midgard and every living soul within.
Lezard Valeth is the heroine's Stalker with a Crush with a twisted, self-absorbed idea of love. In order to lure Lenneth Valkyrie to him, Lezard seeks out his former magic teacher and turns her husband into a monster so he murders her, gloating that at least they have a "lifetime of love" behind them to have enjoyed. Pursuing Lezard, Lenneth discovers a factory he's created of Homunculus, kidnapping beings and experimenting on them to remove their souls and create his supply. After this, he promptly kills someone who was closing in on his secrets by freezing her body when she's astral projecting, trapping her spirit outside. In the second game, Lezard manipulates all of time, devours Odin himself and rips out Lenneth's soul to fuse it with his own and remake the world in his own image as the supreme creator.
Cult Classic: The game is highly regarded in the JRPG fandom, but not a whole lot of people played it. Part of it was the initial small print run and the tendency for the discs to scratch leading to physical copies being VERY pricy. A PSP re-release helped make the game much more accessible, but it still remains a cult game.
Banshees have a good chance to appear early and can wipe out everyone (including your rear caster) with just a couple of their AOE attacks; good luck if you didn't get Nanami and her Dragonbane in the second chapter.
Mandragoras in the Forest of Spirits, which can wipe out even a well-prepared party with a single multi-hit AOE attack. And they come in groups. Most gameplay guides will advise the player to run away rather than fight— and not without good reason.
By that time, you should have Infernas and the Unicorn Horn, the first unbreakable wand that allows great magic. Use a fire spell with it, get the Great Magic, and you get crispy Mandragoras.
The various Eye enemies (Evil Eye, Inferior Eye, etc.), who deal high damage, take a ton of hits to defeat, lack weaknesses, and can revive their fallen comrades. On Hard Mode and Asgard Hill in Ending A, they regularly pop up in groups of two to three.
Many others appear in later dungeons, which is one reason you want to make good use of those "Slayer" weapons.
Hamsters. They randomly show up in place of Loki Shades in the Seraphic Gate, and will give you a violent phobia of cute furry things in short order.
In Silmeria they can only be fought after a manually triggered chase scene, but now they have a King Mook: Hammy (Kotaru in the Japanese version), who can oneshot even your tanks. But he does drop Sunflower Seeds, used for crafting xp-boosting Golden Eggs, and the regular hamsters drop the Ham-Star, which is VP's equivalent of the Final Fantasy Ribbon. As dangerous as they are adorable, but worth it.
Ensemble Dark Horse: Arngrim. He's been in all three games so far. Given that he's pretty much a footsoldier in the grand scheme of things, that should tell you something.
The restaurant sequence in Arngrim and Jelanda's vignette is quite amusing. Jelanda is completely inexperienced with how commoners eat, and Arngrim is essentially doing a head-desk by the end.
If you don't find him annoying, Badrach's general pathetic, sleazy nature is amusing. He keeps listing off bad things he did while trying to talk Lenneth into recruiting him, and some of his battle quotes really make one wonder if Lenneth regrets him.
The fully leveled skills "Guts" and "Auto Item" in combination make it almost impossible for the entire party to die, rendering other skills of the same type basically pointless. Add some Angel Curio's and you can survive anything long enough to win. This technique becomes necessary against Bloodbane and the Bonus Dungeon.
The "Reverie" skill can also boost both attack power and the amount of EXP gems you pick up by adding hits to the combo. Using it well can make most fights a lot easier, and level up your characters a lot faster as well. The best part, though? You can use both sets of game breakers together.
The Creation Gem and Creation Jewel. When you have the Creation Gem, you can transmutate items into more useful items, but if you have the right artifact and the Creation Gem equipped, you can transmutate it into the Creation Jewel which can create some of the best equipment in the game and make the best usable items as well. You can get powerful weapons like the Unicorn's Horn and the Crimson Edge as early as Chapter 4 whereas you'd normally get them in Chapters 7-8. Furthermore, you can make the Dimension Slip which lets you slip past all enemies and potential obstacles as they become transparent and thus unencounterable. Even if some of the items or weapons aren't the best weapons in game, they still qualify as Infinity -1 Sword at best and will be usable to the end game.
Goddamn Bats: Any of the slime type enemies. They're generally no real threat to you, but they come in groups of two-to-three, and they're so small that most of your characters' attacks will go right over their heads, even more when they're knocked down, as will a good chunk of magic attacks, so they're tedious at best to fight.
The Valkyries' finishing move Nibelung Valesti was apparently a corruption of Nibelung Velocity. Furthermore, their various statements of "It shall be engraved upon your soul!" was originally "It shall be carved upon your body!"
Lenneth's pre-fight quote doesn't make sense in the first game, especially when she refers it to her warriors. This was fixed in the sequel game, where she now says "Come to me brave warriors, the battle awaits us!"
Arngrim and Lawfer. After Arngrim dies, Lawfer cannot bring himself to believe he had turned traitor and killed the princess. He ends up dying to release Arngrim's brother in belief that "it's what Arngrim would do".
There's some between Arngrim and Brahms as well. Brahms notes how curious it is for fate to place them together, and seems to anticipate meeting him again. In the ending of Silmeria, where Brahms says that he intends to stay behind to die, Arngrim offers to stay behind with him. It also helps that both men have Stripperiffic clothes and are Mr. Fanservice.
Jerkass Woobie: Jalenda is a spoiled princess, but it's hard not to feel sorry for her when she transforms into a demon and has to be put down by Lenneth.
Late Character Syndrome: Generally anyone you recruit later in the game is going to suffer from this. While there are often ways to buff them up, it might often be better to just stick to the people you got around the middle parts of the game.
Memetic Mutation: "Hrist still doesn't have her own game!"Explanation A series-wide fan catchphrase or running joke to be exact. Ever since the release of Valkyrie Profile 2 Silmeria, fans have expected that Hrist would get her own game as the starring role for the next VP game, much like the two Valkyries before her. But due to the release of Covenant and Anatomia (both of which do not feature Hrist as the protagonist), and the large Sequel Gaps of the series, Hrist fans only keep on hoping for her potiential game.
In Covenant of the Plume, Hrist's appearance in the Seraphic Gate literally has her calling out Wyl as "stealing" her game from her, and one of her battle quotes is "Where is MY leading role?"
It got to the point where an item in Anatomia that can only be used by Hrist, is named "How to Get your Own Game". Yes, the makers are aware of Hrist's status and made it a Running Gag!
Jelanda's transformation into a ghoul in the PSP rerelease is horrifying to watch, especially with her screaming for help the whole time.
The Dark Tower of Xervah in Hard Mode Chapter 4. The only thing remotely likable about this place is the music, because this place is the Womb Level. Blood vessels are visible in the walls, you use the stomach of the place to get through to other areas, and the ladders are spines!
Similarly in Easy and Normal Modes is the Black Dream Tower. It's also a Womb Level like the Dark Tower of Xervah, but with less pulsating flesh and more teeth and bones everywhere. The worst part is that the place used to be a Temple, but a Demon posing as a "Messenger of the Gods" persuaded a priest to murder as many people as he could and seal their bodies in the walls. Their trapped, tormented souls proceeded to turn the tower to it's current form.
Porting Disaster: Downplayed with the PSP port. While a solid port, it's based on the Japanese version of the PlayStation release, which lacks the improvements of the US PS1 version, like generally streamlined menu and organization of your characters and items. Also, the anime-style cutscenes from the original were replaced with CGs.
Scrappy Mechanic: Even most hardcore fans of the game tend to be critical of the Seal Value and its role in unlocking Ending A. This is for two reasons: the first is that the sequence of actions required by the player to get to the Ending A path is very specific with not much room for error, and sufficiently cryptic that it would be practically impossible for a player to discover it on their own. If you mess it up, you have no choice but to restart the game from the beginning or load an earlier save, assuming that you even have one where fixing your mistake is still possible and that you know what said mistake is. The second is that the B ending, which is the one you get by playing the game normally, is extremely unsatisfying and doesn't resolve any of the game's plot threads. This means that playing with a guide is pretty much 100% mandatory if you want a satisfying experience with the game.
Self-Imposed Challenge: Collecting all the voice clips, among others. Although, you only need 95% of the voice clips, as the remaining 5% will then be filled in automatically.
The Scrappy: Llewelyn's high voice and whiny attitude typically gets him sent off to Valhalla ASAP. It also doesn't help that his attacks aren't very accurate.
The Beholder-like Hel Servants in the Dark Tower of Xervah, a Hard Mode-only dungeon. They are extremely durable, hit hard, and can bring each other back from the dead if you don't kill them off at the same time. Plus, you likely don't have any of the really good equipment at this point, since they can only be accessed if you have a certain item... and the Servants guard the first prerequisite to that item. They later reappear in several other dungeons as Demonic Spiders.
Any late-game boss that can perform the same Disc-One Nuke Great Magic spells mages in your party can potentially learn is this if one doesn't have the proper items equipped. (And sometimes, even if one does have them equipped, they still are!)
The Wraith and Akhetamen are hard unless you have Holy Water of Mithra because they like to spam Gravity Blessing or Seraphic Law respectively every 2 turns. The latter also heals himself to full if you brought him to 20% HP, so you have to hit him a couple of times before tossing the Holy Water at him.
Bloodbane. For the most part things are rather smooth... up until he starts healing himself once you wear his HP down. His Blessed Gravity attack can also wreak havoc on your party members.
In the Lost City of Dipan is Barbarossa. He isn't too bad if you have an effective setup, but he can throw players off guard by the fact that he fights you as soon as you enter the level. Not only that, you have to fight him two times in a row, and he's exactly as tough in Round 2. And he can cast Calamity Blast every three or four turns, which may be some players' first instance of a boss using Great Magic.
Not long after Barbarossa, we have the Three Mages, provided you don't have Reflect Sorcery. Even still, Gyne can and will revive his fallen allies, and it is incredibly tedious to whittle down his health. At the same time, Walther can cast a rather nasty physical attack to avoid Reflect Sorcery, if you have it up.
Lezard Valeth's tower and the Tombs of Amenti are Hel for their sheer length.
The Celestial Castle. If you fall down in the outdoor area, you will be sent back to the world map, losing 2 periods. And did anyone mentioned that those chests on the platforms all have explosive traps on them? Also, get into a fight mid-jump, or while going across the chains, and you're in deep shit once the fight's over since you'll just fall straight down.
About half the players hate Llewelyn because of how he is in-story; the other half hate his terrible attack power and tendency to miss. His only saving grace is that using his finisher guarantees the chance to use another finisher with a large combo attached to it - and there are other characters who can do it nearly as well.
Grey's only saving grace is his high defense; otherwise, his attack power is mostly poor, lands few hits, and he has a mediocre Purify Weird Soul attack.
Kashell has the weakest Purify Weird Soul in the game. Granted, he actually does have better attacks than Arngrim.
Badrach's attacks are weak and can only connect well with larger enemies. To make matters worse, he has the lowest hero value out of all the Einherjar, so sending him up to Valhalla (which many players often do) is difficult. An archer is the needed Einherjar for Chapter 5 (one of two chapters you can get him in), so that only stacks up the difficulty.
Archers in general - unless they're named Janus or Lenneth with bows.
Sorcerers/Sorceresses often fall into this but it's mostly because you only need one, and most people pick with Mystina or have picked their sorcerer far earlier in the game. This would be okay if the later chapters didn't throw a lot of them at you. Mystina is one of the better sorceresses, besting Jelanda and the three sorceresses from Yamato, and is equal to Lorenta (who is obtained earlier) and is necessary for Ending A, but her power pales against Lyseria and Gandar (both only available on hard mode).
Because of the Disc-One Nuke nature, some characters like Jun, Suo, and Jayle may fall into this simply because they're Overshadowed by Awesome. Suo in particular can only be recruited in Chapter 7 - when a player will pretty much have their endgame team long established.
The Woobie: As it's a game about people before their final moments, it has a few.
Celia. The last surviving member of a mercenary group that included three of your eventual Einherjar, and the only one still alive at the end of the game, and the last you see of her is her breaking down when the last one dies. Made worse by that recruitment scene looking, up until the death, that it is hers. By the end of it you want Lenneth to pop in and just give the poor girl a hug...or a stab in the stomach.
Shiho was born blind, forced to become a song maiden for her nation, abused by her military superiors and even her fellow townspeople, and to top it all off, she was killed right after meeting the one man who acknowledged her as a person and not just as a tool for battle.
Yumei's considered one of the most upsetting character deaths in the game- none of the other merfolk could stand her because she was a Half-Human Hybrid. Her mother died, but she wasn't able to cry for her without being scorned. So she wants to finally meet her dad- turns out he's been dead for a few years, and he's already had other lovers and children besides Yumei and her mother. And to top it off, the boy she meets makes a Selfless Wish to reunite Yumei with her parents... killing her(though he never realized this).
The Un Twist: Boy, how many times does the prologue and opening movie hint you that Platina is reborn as Lenneth Valkyrie, and she's still Lucian's official love interest?
Most notably, the change of Ahly's name to Hrist; Hrist was a valkyrie in Norse mythology.
For whatever reason, Freya is named Frey in the Japanese version, which is the name of her brother, despite obviously being the Norse goddess of love and fertility. Strangely enough, there is a character named Frey, but it is a young girl named Frey who is the sister of Freya. She is named Freya in the Japanese version for some reason.
Also the famed Nibelung Valesti battle cry of "It shall be engraved upon your soul!" which is closer to "It shall be carved into your body!" in the original Japanese (その身に刻め！).