1. Darth Maul's costume, makeup, and double-ended lightsaber. He _looked_ like a Sith assassin. He should not have been the Sith Apprentice but Sidious' enforcer, taught some Force talents to make him more dangerous.
2. Rise of the Emperor, and his manipulation of Galactic politics so that nobody (but him) could get anything done. Too bad most of this only came out via Palpatine's "special Dark Lord of the Sith power: Makes plot commentary for the audience's benefit, in front of characters who have no business knowing what he's really up to and don't take the hints anyway"
3. Jedi moral dilemma: do we help the suffering people in front of us, or stick with The Master Plan (tm) that requires we get somewhere else asap? (Slavery on Tatooine, which is both immoral in and of itself, plus unlawful under the Republic.)
3a. Qui-Jon having to 'tilt the odds' when he realizes he can get only one person - Anakin or Shmi - away from their owner
4. Anakin as a rebellious Padawan, obviously striving against Obi-Wan more than he is learning anything. This helps set up some comments and background in the other movies.
Of course, all these come with a heavy dose of "what might have been".
1) Introducing and then killing Darth Maul in the same movie was a waste of a good character concept
1a) If one blade is good, two is better. If two is good, four is twice as good, right? ... umm, maybe not. Grevious was hard to watch and understand what he was doing with all those whirling blades. (Helicopters or shields are not as impressive as "rub your tummy and pat your head" at the same time. Anakin does this right for a little bit when chasing Dooku.)
2) Anakin and Padme's abortive and clunky discussion of politics should have flowed from a discussion of difficult negotiations, not his impatience with results.
3) Really - the Good Guys of the Galaxy have NO IDEA that the Republic is in distress - they are too busy meditating on the Balance of the Force - and no amount of reports from the field can break through the fog ?!
4) Also nobody notices that the Knight / Padawan relationship is already in tatters, nor does anybody offer to take Anakin off Obi-Wan's obviously overburdened / befuddled hands. Mace Windu would have been a better Master for Anakin, because he could pound Anakin into the pavement as the beginning of teaching him how to respect people with lesser talents than his own.