This one is a bit more obvious, but since I didn't notice it on my first playthrough, it may be worth mentioning:
In regards to what Barlog said that every time there's a twist in the story, he'll hint at it, and some times even show us the reveal before it happens. So, Freya being Frigg, which is apparently a thing some people believe in actual norse mythology, when Kratos asks Atreus about a god who can feel no pain, Atreus answers with "Baldur, son of Frigg", and later, when we get to the area around Freya's house carrying Mimir, the lore thing we can find the moment we step out is a prayer to Frigg, and talks about how Baldur was her greatest gift to the world. That lore thing is even deactivated, with the crystal removed, I'm assuming because she doesn't want to be found.
It seems extremely obvious now, but it never even crossed my mind that the reason that specific lore note was right outside her home, and in that state, was because it referred to her and her son.
The attention to detail in this game's writing makes replaying it such an enjoyable experience story-wise.
He's holding mistletoe the very first time he appears, a minute into the game:
Wow, damn. This game, man.
Something else that went completely over my head from the very first get go is that his mother is called Faye short for Laufey, also just known as Faye in the books.
HNNG FUCK YES, DIE, HNNG FUCK YOUR WINGS BITCH.
For as infuriating they are to fight, that execution animation sure didn't get old. Always felt good ripping those wings apart.