And then there are those things that are a continuation of what happened before with the characters. Kurt called Brittany "Boo" and then was established as calling Blaine "Boo" as well, though I haven't seen much notice of that. Perhaps I'm looking in the wrong places.
There were things established in season three that I found fun. It's now established that Blaine's hair in its natural state is an Afro. A fluffy-looking Afro. I haven't seen much mention of that. That's canon now, too.
In season two, Brittany and Santana try to cheer Quinn up when they're in New York, and Quinn misunderstands. She says, "I'm not that into that." This doesn't seem to have gotten picked up on as far as Quinn's thinking, though again maybe I'm looking in the wrong places.