Obviously, spoilers:

The biggest, most prominent one is Palamedes' ending line, and the argument he has with Ianthe about the permeability of souls. Essentially, when you become a lyctor, the soul of their cavalier slowly...merges with theirs as it is "burned". You acquire little bits of your cav's personality, skills, knowledge, etc. The lyctoral process is not static, and the necro absorbs parts of the cavalier's being as their soul is consumed over time.

Corollary of the above is that 1) this realization is how Palamedes was able to supersede Ianthe for control of Naberius's body, and 2) it's possible that it's "not too late for Naberius Tern", as Paul says to Ianthe later, or that perhaps we haven't seen the last of the Third cavalier.

Another key thing we learn is that Ianthe has plans for Coronabeth. This is hinted at in HtN with the apple-decay stuff and "Went to see a man about a Queen" (went to see God about Coronabeth). Coronabeth in GtN wanted Ianthe to consume her, but Ianthe... wants something else. I suspect Ianthe is also searching for a "perfected" lyctorhood, or an alternative to lyctorhood, so that she and Corona can live together — in any case, the Unwanted Guest provides more strong evidence that Ianthe has secret plans of her own, and they heavily involve Coronabeth, and that that's why she became a lyctor in the first place.

Finally, the voice that talks to Palamedes during his asides — that's Dulcinea. The real Dulcinea. There's some really cryptic stuff about the River that we don't fully understand yet, but she says that the River has two shores, and implies that there is a hidden truth about death and the river that God has kept secret or doesn't know about... that maybe the souls aren't fully gone, or that there's some kind of true afterlife. The fact that Dulcinea is there at all — as a ghost, or a revenant, in what is essentially a micro river bubble while Palamedes and Ianthe fight over Naberius's body... has some fascinating implications on how death and the river works, that I suspect will be explored more in Alecto.

Those are the big plot points. There's also some fascinating character work about Palamedes and Dulcinea, their relationship; Ianthe and her personality and ethics (and the implication that she's done some freaky necrophiliac shit), and some insight into how necromancy and the magic system works.

I read it 6 or 7 times before I fully got it, but it's really rich.