/Limsa fangirl powers activate!
I love that there's an active mugging going on in Limsa just outside the Drowning Wench. lol (Ok, "love" might be the wrong word, but it does amuse me.)
I like the whole Rhoswen -> Carvallain thing, also b/c it amuses me. Carvallain in general is rather interesting. His "spice" trade, his cliche tragic backstory.
And of course:
what is heavily implied to be his *actual* backstory of being the lost son of House Durendaire.
Far as I know, Limsa is the only city state that has beastmen traders (and mercs for hire) in it, which is a cool touch and makes sense given its port town status, as well as the independent spirit and and belief in meritocracy that's pretty prevalent throughout Limsa's culture.
Especially love the goblin in the aetheryte plaza. She has this weekly arrangement with the customs office where she has to renew her paperwork, but she's extremely nervous about going to talk to the agents, so she asks you to. Its shown pretty clearly that the arcanists are being really nice about it, though, and willing to accept what are essentially crayon scribbles on some parchment as "official" to let her keep trading.
Also, this isn't Limsa, but in Limsa's territory: In Aleport there's an amusing situation in nothing but text bubbles of a Yellowjacket captain reaming out a hyur man and a roe woman. You don't know why till you wander over to the other yellow jackets further away and see them talk and put it together. The two were apparently caught "fraternizing". In the captain's bunk, no less.
I like all the little side quests in Limsa Lominsa. Let's you get a real sense of the people there.
There's all sort of interesting or amusing bits of world building in this game. I can't think of any from Gridania off the top of my head, but I'm sure they have some, too. Limsa will always be my favorite, though.
EDIT: Also its kinda cool that the Aftcastle, and the Bulwark hall at the bottom specifically, was built with city defense in mind. Bulwark Hall is made to be able to choke point and hold off invaders from middle LN there. Its why its called "bulwark" in the first place.