I wish that I had not heard that it was a sad movie. It is a sad movie, but because I heard that the impact of Ofilia's death/rebirth into underground world/whatever was not quite as strong for me as it could have been.
While I really loved Ofilia and everything that she was going through, the character I had the most respect for was Mercedes. For someone who said she was a coward, she was the bravest person in the movie. Her courage through everything was inspiring. The way she was able to get away with knowing things because she was "just a woman," and that they didn't even check her for weapons.
I kind of felt sorry for the Captain. His father had gone off to war against a clear enemy and that had obviously made an impression on him. But who was there for him to fight? His own countrymen. He wanted the respect like his father had, but the times were different and there was no way he could ever get that. But the way he kept referring to that watch really showed how he lived in his father's shadow. On the other hand, he was a bastard who deserved what he got.
I liked the way we could never quite be sure if the Faun was good or evil and if the stuff that Ofilia did actually helped her mother or if it was just coincidence. Oh, and I totally called that the "kill your brother" bit was a test. And, it did show that she cared for him even though he caused the death of her mother.