While the majority of dogs in the game are seen alive, one of their siblings(?) is deceased and talks to Quote as a ghost shortly before the true ending’s final boss fight.
There's an easter egg where the player can sleep in Chako's bed after meeting her and interacting with her fireplace. When you wake up, Chako is sleeping in the bed, and there's lipstick stashed in your inventory.
While this easter egg does allude to some sort of sexual scenario, initially choosing to sleep in the bed does not prompt any unique text. As such, the player doesn't know this will happen without prior knowledge of the easter egg, and the player character himself doesn't react either way. As a kid I assumed Chako just climbed into the bed while he was asleep, which... yeah.
This scenario can be avoided entirely by not sleeping in Chako's bed after you initially interact with her fireplace.
The “Bloodstained Sanctuary” level was simply titled “Hell” in the original patch of the game. In all versions, there is a sign near the entrance of the area that says “Welcome to Hell!” The level itself is full of enemies closely resembling angels, oddly enough.
There's a character named Santa, and characters will dress up for the holidays if the game is played around Christmas, but the game does not directly comment on the existence of Santa Claus.
While Cave Story isn't a visually graphic game, various children are injured, killed, enslaved, and transformed into monsters during the narrative.
The player is expected to injure/kill two different child characters during separate boss battles.
Plenty of enemies are based on real-life animals. Most of them die in a cartoonish puff of smoke and aren't given personalities to get attached to.
Despite being bipedal and sapient, mimiga are small and look a lot like lop-eared rabbits; they're a bit less humanoid-looking than most 'furry' characters. Many mimiga are killed, some by the player.
Plenty of enemies are based on real-life animals. Most of them die in a cartoonish puff of smoke and aren't given personalities to get attached to.
Despite being bipedal and sapient, mimiga are small and look a lot like lop-eared rabbits; they're a bit less humanoid-looking than most 'furry' characters. Many mimiga are killed, some by the player.
There is a ghost of a dog who speaks to you before the game's third ending.
the mimigas resemble lop bunnies and are fed red flowers that turn them savage with red bloodshot eyes, after that you have no choice but to fight them
One of the bosses happens to be a cat inside of a large machine... it is unknown whether it dies after being defeated; it simply falls out of the machine and disappears off-screen.
An entire level of the game (“Egg Corridor?”) is basically devoted to dead, dying, or undead dragons. The dragons who are alive largely seem to have been hatched prematurely, or are otherwise in pain. The player kills numerous dragons in this level, though given the context it’s probably best to put them out of their misery.
Mahin is a large mimiga who spends most of his time eating, which is highlighted in the game's credits text. Despite this, he doesn't appear very often.
Sue is shown to be black when she is briefly turned into a human in the game’s credits sequence, but there are no routes where she is the first character to die in any capacity.
In an obscure easter egg, the player is implied to have slept with a bipedal rabbit-like creature. However, this character is an adult of roughly human sentience, and the player character is [SPOILER] a robot, so whether this qualifies as bestiality is debatable.
There is an easter egg which implies the player character might've slept with an NPC. You can go to sleep in her bed and wake up beside her with lipstick in your inventory. It's nothing graphic, though, and you can simply avoid it altogether by not sleeping in Chako's bed after you initially meet her and look into her fireplace.
There is another easter egg where you can find a tunnel in a wall and acquire one character's 'panties' from a chest. You have to go out of your way to find them in Curly's room.
(SPOILERS AHEAD) Curly will drown in order to save the player character unless an obtuse, permanently miss-able series of steps is taken to save her, which is required for the game's best ending.
Mostly bloodless, but there are some instances of blood. This includes injured baby dragons with blood coming from their eyes, and a boss melting into blood (the limited graphics make it look like red dots)