RWBY/WMG

Ruby and Yang are missing at least one parent, and maybe both.
Initially suggested by the gravestone seen in both the "Red" trailer and the opening credits. And by the first line of "Red Like Roses", the song from the "Red" trailer:

"Red like roses fills my dreams and brings me to the place you rest..."

The only relative of theirs that we hear of (as of the end of the first volume of the first season) is "Uncle Crow", and we don't hear much. What Ruby says, though, suggests someone at least in loco parentis for the younger of the sisters, if not an actual guardian.

Blake's bow is hiding animal ears of some sort.
This speculation dates back to the first appearance of her silhouette at the end of the "Red" trailer, which caused much debate as to whether the shape seen was a bow or ears.

The train Blake and "Adam" attacked in the "Black" trailer belonged to Weiss Schnee or her family.
Based on the presence of the distinctive "snowflake" logo on the crates and containers therein.

"Adam" is a faunus.
Initially suggested by Blake's apparent origins in Beauty and The Beast along with the third line of "Red Like Roses"

"Black the beast descends from shadows"

and the entirety of the "Black" trailer's song, "From Shadows".