Peach. Is she suffering from Stockholm Syndrome, as Mario (and many fans) suspects, just incompetent, or is she letting Bowser kidnap her just to get away from Mario?
Bowser sure seems to be shocked that Mario got so angry at Peach for getting kidnapped, with the end of Episode 1 hinting that he is remorseful for what he did. However, considering this doesn't stop him from kidnapping Peach again in Episode 4, it's up in the air just how remorseful he really is. Some fans believe that the episodes are not shown in chronological order, either.
Badass Decay: In Episode 5, sure, Mario gave out his usual "The Reason You Suck" Speech and all, and it's not necessarily that he'd gone too soft by apologizing, but this is the first time in the entire series that he is genuinely unable to get through to the enemies bothering him. The Boos aren't really sorry for being little asshats, and the Thwomp outright doesn't care. Mario pretty much just half-assed it this time around, telling the Thwomp to get lost and otherwise just screaming that he hates haunted castles. This is the same Mario who screamed at the level designers for almost two minutes straight.
Episode 2's premise, really. The idea of Mario yelling at level designers would cause one to think that this episode is a Take That! to people who make bullshit levels in Super Mario Maker, but it predates that game by about five years.
Overlapping with Harsher in Hindsight in Episode 3, Mario boasts about how the cops don't arrest him for abusing Peach because he's "too fuckin' big" in the Mushroom Kingdom. Although there is still progress to be made, the idea of being too big to arrest is becoming questionable at best and laughably quaint at worst after the Harvey Weinstein scandal. On the other hand, it also serves as a reminder that there are people out there who, although their reputation has been irreparably tarnished, still don't actually go to jail.
If one thinks about it, Yoshi being uselessly fat in Episode 4 may not actually make much of a difference. In the very next episode, Mario visits a haunted castle, which Yoshi is canonically too afraid of to enter anyway.
Episode 2 depicts Mario as hating the taste of mushrooms nearly 13 years before The Super Mario Bros. Movie.
Bowser kidnaps Peach on a regular basis, but by the end of Episode 1, you just want to give him a hug.
Squick: Yoshi shitting everywhere. Doesn't help that he doesn't seem to be feeling well.
Take That, Scrappy!: The whole premise of Episode 1 is Mario calling out Peach for being so goddamn helpless all the time.
They Wasted a Perfectly Good Character: Fans want to know what this Mario would have to say to his brother Luigi. It's possible he was the one Mario called a cum dumpster at the end of Episode 4, but this is not known to be confirmed. Other than that, he's only mentioned passingly in Episode 1.
