Major Twists: The most significant twist reveals that Fry is his own grandfather ("Roswell That Ends Well"), creating a genetic anomaly that makes his brainwave pattern unique. This lack of a "Delta brainwave" makes him immune to the Brain Spawn, which is why Nibbler pushed him into the freezer in the pilot—he is the only being in the universe capable of saving it.
Leela's Origins: Leela is introduced as the last of her alien species. A major twist reveals she is actually a mutant born in the sewers of New New York, whose parents gave her up to an orphanage so she could have a better life on the surface.
The Finales: The show has had multiple "final" endings. "The Devil's Hands Are Idle Playthings" ends with a subtle romantic victory. "Into the Wild Green Yonder" ends with the crew flying into a wormhole. "Meanwhile" ends with Fry and Leela growing old together in a frozen moment in time. The Hulu revival undoes this freeze, returning them to the moment before time stopped, wiping their memories of the life they lived together, adding a tragic layer of "lost time" to their romance.