Even Better Sequel: As good as Curse of the Briar Rose is, Exiled Prince improves on the formula.
Fridge Logic: In the third game, we find out that the Frog Prince has a son. Why was there nothing to indicate as much in the second game? His entire decorating theme was honoring his loved ones.
Leave the Plot Threads Hanging: The first game did this with a few of the details, such as why there is a ghostly bride wandering around the area near the chapel and why the window in the royal bedroom was broken. This latter question wouldn't be an issue except that the game specifically points out that someone broke in through the window; who it was, and why, is never explained or even revisited at any point.
Nightmare Fuel: In the second game. It's hard to tell whether it's really her or just a very impressive copy, but either way it's creepy as hell. When you enter Snow White's cottage, you find the glass coffin the dwarfs made for her in her fairy tale... and she's still inside it with her eyes wide open and staring. (The third game makes it clear that this was just a really freaky copy.)