Much has already been said about the humour in the game (I think it's a great part of the style of the whole thing and one of the reasons it was so successful) - From the very first battle in BL2 I noticed that the level 1 enemies are called 'monglets', which immediately reminded me of this debacle:

https://twitter.com/rickygervais/status/124970094328680448

http://www.bbc.co.uk/newsbeat/15365744

This was a big deal (for a short while) in the UK, and I'm guessing not so much in US and other parts of the world, which makes this pretty obscure for most, but I enjoyed the way this was dropped in right at the get-go. I hope I keep finding these kinds of things in the rest of the game.

Anybody else notice some obscure references in the writing/characters/levels yet?

I think little creatures called "monglets" is generally fine; though, I wouldn't have noticed it if someone hadn't pointed it out. Just seemed like a silly creature name and nothing more.

I'd say "mongoloid" is still an offensive word; though, in my experience, the general lack of use of "mong" makes it rather inoffensive, particularly when simply used to add to another word in a silly manner. Now, I do dislike when someone says something mean or racist and then someone calls them a mongoloid; I've even seen that here on Giant Bomb before. It's such an absurd thing to deride someone for being racist by using a sadly racist term. It's simply unnecessary.

Anyway, outside of that, you'll find plenty of funny stuff in Borderlands 2. Have fun!