I use the term features to mean things that aren't necessarily harmful, nor necessarily an object or a location, but possibly any of the above. I like early dungeon whimsy for the sake of object lesson. New players should be exposed to some safe-ish examples or strange things early on - learn that they can waste time, learn to not make too many real-world assumptions about the game environment, establish that sometimes weird things are just there - not there just to help or harm them. Perhaps this was established by my beginning to play in B1 rather than B2 (though the latter has some wyrd too). Such as it is, here are some things I like to present to early players -
1. The door that will not be opened. Put it in the first or second room. It defies logic, lock-picks, brute force, fireballs, acids - every ingenuity the delvers can contrive. Perhaps different sounds can be heard behind it with each listening. It is not an illusion - it is a real actual door that cannot be opened. (Unless you want to supply a key or a trigger somewhere else in the dungeon or something...open it from the other side and it's a gate to Glerwodd's Taproom...)
2. The invisible wall, the wall of force. Love it! The invisible bridge across a bottomless pit (...well, probably bottomless...) Totally hokey - for the win! People walking into invisible walls (a la Time Bandits) always been a favorite of mine. But this is not about the Schadenfreude of DMing - these features can be used to further develop the point that limitations of actions are not always obvious and that seemingly insurmountable problems may have solutions that require different methods of searching.
3. The ringing payphone. Yeah - even in a dungeon it presents the same quandry as it does in real life (unless one of the PCs is under a Geas to answer it). And with the knowledge that there's a telephone, the players may want to make calls with it. Maybe you can give Dispater or Orcus' phone number scrawled in a matchbook to a player the next time the alehouse is dull...