Something that totally shocked you learning it or realizing it. I might be using the wrong wording here, but ill give you my example:
In Ocarina of Time, we all know the Triforce was cut, or otherwise not something you get in the game, save for in the cutscenes towards the end. BUT - did you know you can actually go find it and see it in the game?
If you have a Gameshark, turn on the levitation code. Go go Zeldas Cortyard in the room where she is, and fly over the wall. When you fall, you’ll land in a pool of invisible water, and underneath the center of the room with the flowers, look down - there it is. Can’t interact with it, but you can see it, and i choose to believe putting it in that exact spot was intentional for lore reasons.
What do you got?
In final fantasy 15, Bahamut has Noctis’s face. The first king of Lucis, Ardyn’s brother Somnus, also looks the same. You can never see Bahamut’s full face in-game because his mask covers everything except his eyes, but the novel mentions his appearance explicitly and makes the connection textual. They clearly have a father/son/holy spirit thing going on between them where Ardyn is Satan. Well not clearly, but it’s there.
Really, the full plot of FFXV could be described as deep lore because it’s scattered between the games, DLCs, movie, book, and OVA. Here’s some more important details that the main game glosses over:
spoilers, obviously