Once Mami's death breaks the viewer's expectations of the show, Madoka Magica starts to weave multiple mysteries into the narrative, which slowly unravel. One is Kyubey's true intentions. As mentioned previously his creepy qualities are highlighted through visuals, but it is also shown using other ways, like him saying he has no emotions, yet still constantly pushing for Madoka to become a magical girl. You start to see how uncaring he is, his indifference to turning people into what are essentially zombies by separating their soul from their body. Him eating grief seeds, foreshadows his true goal of collecting energy. Another mystery is how the soul gems operate. At first they are merely presented as vessels magic is drawn from, which have to be replenished via grief seeds. But then they turn out the be containers for the magical girls souls, which gets the audience thinking about what happens if it isn't replenished and is consumed by grief. Right when the viewer starts speculating about it, it is answered by the climax of Sayaka's storyline and comes with the reveal that magical girls mature into witches. Putting these two mysteries together, you get another plot twist, that Kyubey's sole goal was to harvest the vast amount of energy Madoka would unleash once she becomes a witch. One of the clear mysteries is Homura's role in the story, which is hinted at multiple times by her behaviour towards Madoka and Kyubey seemingly knowing what she is. Even when you learn that she's a time traveler, it is still a surprise because of the subversions caused by the first scene of the show and the opening. The first scene portrays Madoka as the one who initiates the time travel and the opening has lyrics related to time travel while mainly showcasing Madoka. This gets the audience to believe that Madoka's is the one who can time travel and that Homura is merely able to remember the previous timeline due to being the only person still alive when Madoka wished to reset the timeline.

Now to talk about the main cast of magical girls, which are all excellently written. Starting with Mami. She serves as Madoka's & Sayaka's (and by extension the viewer's) introduction to this world's magical girls and how they operate in the series. Her role is as the magical girl stand in from popular magical girl anime. She acts as a kind mentor to the two newcomers and wants to help them decide if they want to become magical girls, so they can work together. Her fights are presented with the grandeur and bombastic energy you would expect from magical girl anime and not the toughness that the fights after her death have. It is stated that her behaviour is atypical of magical girl, but none the less first impressions are strong and she sets the precedent for the series. That is why she was killed, to clearly set Madoka Magica apart from other magical girl anime. If she had been kept around, her attitude would've been a constant reminder of those other shows for the audience and would've conflicted with the of the show. There is a reason that Mami is the only character to say the name of her final super attack, "Tiro Finale" when using it.

Sayaka and Kyoko at first exemplify the opposite extremes that a magical girl can be and the harm that can cause. Sayaka act, while believing in Mami's ideals, but her stubbornness takes it a step further. She believes that saving any life is always better than the alternative and that any selfish act should be shunned. On the other hand Kyoko is selfish, letting familiars go and form into witches so she can collect the grief seed for herself. She even tries tries to kill Sayaka, so she can claim all the grief seeds in the entire area. Kyoko's approach causes her to sacrifice innocent civilians for personal gain, while Sayaka sacrifices herself for the good of others, due to not accepting grief seeds. Their reconciliation brings Kyoko to the healthy middle ground, but Sayaka is pushed over the edge due to realizing the truth of her soul. She starts to see herself as sub-human, not worthy of Kyosuke's love and stops caring what happens to herself. What made Kyoko's sacrifice to kill Sayaka's witch impactful, was that it showcased the character growth she went through because of Sayaka. They started as rivals, started helping each other and then Kyoko even prevented Sayaka's body from disappearing by taking it out of the witch barrier.

Madoka and Homura parallel each other well. In the main timeline we see, Homura is cold and confident, while Madoka is meek. But in episode 10, we see how things were originally different. The incremental changes in each timeline also make it clear to the audience how Homura improves her abilities a little in each timeline and got to the state we see her in the main timeline. It also answers the mystery of why Homura is so fixated on Madoka, it's because she understood the position Homura was in, in the original timeline and reached out to her. The multiple timelines also answer another big mystery, which is why Madoka has so much potential. The other timelines also reveal more about Mami, Sayaka and Kyoko. In timelines where Madoka is allowed to become a magical girl from the start, Mami doesn't die, which implies that Madoka helps her defeat the witch that killed her in the main timeline. Which is exactly what you would expect to see in a regular magical girl anime. The same goes for Kyoko, since the rest is there to assist her with Sayaka's witch. What's most surprising however, is that Sayaka is destined to die due to her selflessness, even in the new world timeline, where she sacrifices herself to kill a wraith, instead of turning into a witch.