Two set-ups they didn't carry through on
First was when Bradley Whitford's character said, "I video everything!" Typically, something like that would come back in the end, when they would need a video of something to figure something out, and he would have it.
The second was the girl taking her hood off at the waterfall. It was shot like it was a huge expose, but nothing ever came of it. I figured it had something to do with the twin Japanese girls in the old Mothra movies. And with the other girl talking about twins in her family, I was sure it would come up again.
Guess they're saving that for the sequel.