*I apologize for any misspellings. I wrote all of the facts down on paper yesterday and then typed them today and I write fast so my handwriting is sometimes hard to read*
1. Kyubey is not the beings true name
2. Wishes can backfire
3. Homura's actions have double meanings
4. Madoka has alternate wishes. In the series, she ends up wishing to release all magical girls from the burden of becoming witches. Thanks to other forms of media that have come out for the series we learn that Madoka had other wishes from other times. Her known wishes are to save a cat that she saw die, directly save Homura from being killed by Walpurgishacht, save Sayuka from being killed by a witch, and the cannon final wish she makes in the main show's time.
5. Puella Magi was supposed to be Latin for "Magical Girl". However, it is a mistranslation. It should be either "Puella Maga" or "Puella Magica". The original translates to "Girl of the Sorcerer".
6. Tatsuya (Madoka's little brother) draws a picture of Madoka and their mother thinks it is an imaginary friend, though the drawing reminds her of something. In the new world, Madoka's wish created, no one remembers Madoka except for him and Homura.
7. Sayuka fears that Kyouske will never love her if he knows that she is a magical girl. This and other factors cause Sayaka's soul gem to turn black and shatter. Oktavia Von Seckendroff is the mermaid witch (Sayuka), and she represents falling in love; like The Little Mermaid, she willingly made a sacrifice for a man, only for it to come to nothing.
8. Kyubey tells the girls (Homura) that once a magical girl becomes a witch, there is no turning back and that becoming a witch is the eventual fate of all magical girls unless they die beforehand.
9. Kyouko Sakura, like Mami, is another veteran magical girl. we learn in some of the drama CD's that she and Mami were former partners.
10. Mami seems perfect but is deeply lonely and sad, and has no friends because she has devoted her whole life to being a magical girl.
11. Homura Akemi is aloof and keeps to herself, and is also shown to be very academic. she supposedly has a heart problem, and she had just come out of the hospital when she transferred to Madoka's school and class. Little is known about her family. she makes enigmatic comments to Madoka about staying the way she is.
12. Gen Urobuchi compares Kyubey to be like H.P. Lovecraft's creatures, in that they are uninterested in human feelings.
13. Each of the six main characters has a musical leitmotif that relates to their character arc: Madoka has Sagitta Luminis (Arrow of Light), Sayaka has Conturbatio (Disorder), and later Decretum (Decision) (Same motif, different arrangments), Mami has Credens Justitiam (Believing in Justice), Homura has Puella in Somnio (The Girl in the Dream), Kyoko has Anima Mara (Evil Soul), and Kyubey has Sis Puella Magica (You Should be a Magical Girl).
14. Gen Urobuchi has stated that Kyubey has no gender.
15. Each episode title is eventually quoted in the episode.
16. In early concept art, Kyubey had wings.
17. The song Madoka listens to at the music store and the song that Kyoko dances to at an arcade are both the opening theme for the anime.
18. In the end Cleopatra (69-30 BC), Queen Utimiko (An Obscure Shaman Queen of Yamataikoku in Ancient Japan), Joan of Arc, and Anne Frank (1929-1945) are all depicted as magical girls.
19. In the final scene, Homura sprouts black wings. this wasn't in the script and was the idea of production designer Gekidan Inu Curry.