Well, for better or worse, due to the fact the 3DS hasn't been fully hacked yet...as far as I know...this Gen, for the first time since Red and Blue really, we actually don't know everything there is to know. Of course, beyond simply hidden Event Legendaries, there are multiple oddly empty areas, strange and foreshadowing NPC dialogue, and unaccessible areas that many people have come across and speculated on. In this thread we, well, speculate on what possible answers lie behind these mysteries...are they simply GameFreak teasing us? Future Event locations? An in-game secret no one has figured out yet?
Here are some I've learned about:
* The Ghostly Hex Girl: This is the big one most people have come across...near the Hotel Richisme, on the 2F of the building where the Karate "Dance" Dojo, the game freaks out and a ghostly girl appears behind you, whispers "you're not the one", and disappears. It's really creepy and unsettling, but there's always these weird ghost sightings in Pokemon games now I don't know if it actually means anything or if it's just flavor. My theory? Bringing her a certain Pokemon we're unable to trade over at this point grants you a yet-unseen Mega Stone.
* Weird Lumiose Areas: There are a lot of weird back-alleys, including one across from the Ghost Girl's building, that are just empty...there are also some NPCs you run into around these areas that you can battle (I've found only two) who seem a bit off...one of them introduces himself as a Samurai for example...and disappear right after you beat them.
* Ghost House: On Route 14, as part of the story, you're forced to visit a haunted house and hear a ghost story about a man encountering faceless men, and then asked to pay a Tip or suffer. Nothing happens either way, and it's a really weird plot moment that's never explained. Just a stupid joke? Or hinting at something more?
* Heatran and the Plaza: In one of the Plazas located around the Prism Tower in Lumiose, I think the Jeune Plaza, a group of NPC talk about how there are Pokemon in the plaza they can hear...yet no Pokemon can be seen. In addition to that, one picture I saw taken during the post-game of the dialouge has them mention the "Lava Dome" Pokemon (Heatran) as the Pokemon you can hear, oddly enough.
* Mysterious Disappearances: On the back of a train sight in the Lumiose Train Station, the words "I've gone for help", or something along those lines, can be seen. And then in the Lumiose Press, the head editor has a note on her desk saying she's gone in search of a Legendary Pokemon in the mountains...she is said to be missing, and isn't encountered when looking for Zygarde, leading to the theory that: A) she was killed by it or B) it's a different Legendary we've yet to get an Event for
* Lumiose Power Plants: There are multiple entrances to the Power Plant, and multiple buildings you can see in the background, that are inaccessible as the entrances are all closed bar the one you're required to go into during the plot. In the Lumiose Art Museum, the Power Plants are mentioned to focus on different types of energy, as well as described in poetic terms as being representative of so-and-so philosophy. Some people speculate there may be Event Legendaries hiding within them possibly.
* Tipping: What does it do? Masuda and co. mentioned they made Shinies easier to fine I recall seeing in an interview, leading some to think it influences the RNG for encountering Shinies, or simply just increases your "luck" overall. Maybe it's related to your Stylishness in Lumiose? Maybe it's just GameFreak fucking with us. Who knows?
* Fuupa, Diansii, Borukenion: Trademarked names that were found a few months ago alongside names of the Starter Evolutions and other Pokemon, they are yet to be matched up to any of the currently revealed Pokemon. Non-Pokemon names mistaken as such? Placeholder and/or early names? Or future Event Pokemon?
These are the ones I recall off the top of my head, but I'm sure there are more you guys have run into and heard about.