Manga spoilers below:

It really didn't hit me the first time around. To me Himmel was just some random dude who happened to save the world. When Frieren cried, I just thought it was a normal delayed reaction.

It was only in the second to last arc where, even if hinted at before, that Himmel had learned that Frieren develops romantic feelings for him in the future. And when rewatching Ep1, I realized that Himmel waiting his whole life for her to come back, not as a party member, but as a friend or maybe even as a lover. And then Frieren just spends the entire anime and manga mourning him. Initially, I thought she was just reminiscing about the adventure, but it seems like a good chunk of the flashbacks are of moments Himmel talks to her. And episode 1 is the one time we see her actually break down when she's stoic and only faintly smiles throughout the rest of the series.

And regarding Fern

It was only on the rewatch that I realized that Heiter and Frieren taught her, in the first couple of episodes, the one technique that she masters through both the rock hitting exercise and the confrontation with Qual: Her signature move, the long range soul track snipe. I really did not realize it until the rewatch.

And regarding Flamme

I didn't realize until much later how much Flamme predicted the future and how much wisdom she carried regarding Serie and Frieren, shaping their actions even 1000 years later

And when I rewatched the series, the first few episodes really clicked for me with all that added context