Hmm... Stop n Swop was such a source of speculation for years. Part of the mystery was seeing these items and not having any idea what they were supposed to do. Even collecting them didn't solve the puzzle. Speaking of puzzles, I think finding some sort of code on a wall for which the key is in the next game would be cool. "kvnq tfwfo ujnft cx uif bsdift" then the second game would tell you the message was a +1 cipher and you get instructions to apply in the second game. Perhaps unlocking a cave with Easter eggs or weapons from Project Ukulele.
It's a simplistic example, but you get the point. Something out of the way, observable, but baffling until game 2, maybe even later than that. They could craft a lengthy puzzle using multiple games that culminate in a a big payoff.
But that's just my opinion