I'll start with one that's always baffled me. Since it deals with Nabokov, a favorite here, it should get us off to a good start.
What the hell was the point of the following epigraph to Pale Fire?:
"This reminds me of the ludicrous account which he gave Mr. Langton, of the despicable state of a young Gentleman of good family. 'Sir, when I heard of him last, he was running about town shooting cats.' And then in a sort of kindly reverie, he bethought himself of his own favourite cat, and said, 'But Hodge shan't be shot; no, no, Hodge shall not be shot.'"