The thing that amuses me most is something the Disgaea series have in them: reference to elements of the gameplay itself. For example, in Disgaea, somehow the level of characters (which is usually excluded from the plot) is mentioned and act as part of the story. When Laharl sees Baal's level, he goes, "You've gotta be kidding me! Level 4,000?!" And in Disgaea 2 when Etna's level plummets, that gets mentioned as well. Also, I remember it being in the bonus dungeon in Star Ocean 3 where the party defeats a former boss and comments on how they couldn't have beaten him had he been that strong in the main story. Still, that was an extra dungeon; Disgaea incorporated level references into their main plot. Hahaha, that whole series amused me.
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