One of the distinguishing characteristics of this series is the writers' use of mirroring between the Upworld and Downworld scenes. As the action switches back and forth between Jay's two worlds, one can see similarities in what's happening in each. For example, in The Odyssey: Wanted (1992), his doctor and his mother decide to take him back to the forest where he fell from the treehouse, to mentally re-create the accident. As he is taken there in a wheelchair, the scenes in Downworld show him under arrest in the rebel camp, tied with ropes and moved around in a wheelbarrow. These types of simultaneous parallels, seen in most episodes (and often quite subtle), serve to reinforce the premise that, while things are happening in two 'worlds', they are in the mind of one person - Jay.

Each episode in this series ends with the principal characters walking together away from camera, discussing what they expect or need to do next, a clear indication that the series is a continuing story. This symbolic journey into the next episode then continues under the closing credits.

In the pilot (The Odyssey: The Fall (1992)), as Jay is leaving to go into the woods, his Mom cautions him to "Watch out for weirdos." After his accident, when Jay sees a vision of his mother in the Downworld, she reminds him again, "Watch out for weirdos." The line is heard in other episodes as well. In the third story (The Odyssey: Out of the Woods (1992)), after Jay, Alpha and Flash rescue Newt from the 'Friendship Mission', he asks the trio to join his group, though Jay declines, as he has his own pursuits to follow. Newt wishes him well, as he reminds him to "Watch out for weirdos."

Series creators Paul Vitols and Warren Easton wrote the entire first season, and earned a "Best Writing" Gemini award nomination for the episode The Odyssey: A Place Called Nowhere (1992). The episode also earned a "Best Director" nomination for Don McBrearty. After the first season, Vitols and Easton were listed as creators, but they had no direct involvement with the series.