For instance, in the gale's hand scene from pfh the selected dialog choice was "fantasize about hacking off the hand". And I'll only speak for myself and the PC (as he did react with shock), but I was fairly surprised when that 'fantasy' became reality. And I think that was the purpose of that particular scene in the pfh to set our expectations of options with that origin.
Yes, I also was surprised at the fantasy becoming reality. This should be the moment for the player to realise that he or she is playing a sicko crazy not always under the player's control.
This happens just after coming out of the Nautolid, 30 minutes of play or so, no sunk cost yet, so ... Start New Game.
