Some of them are stupid of me though, for example, I never knew Astrariums open up caves with loot:) I never knew prisioners appear in Skyhold prision. Never had Vivienne's scene commenting orlesian decorations.
I would like to hear if you had that kind of wow moment in game thinking oh how I did not see/ found this so far?
Excellent! I love this (and the ME thread too), especially since I have discovered so much new stuff with every playthrough -- and I'm sure I'll continue to do so in my future ones. Also, I didn't know the astrariums resulted in caves either. Only found that on my second playthrough. (I still remember going, "What cave?!")
I found on my 4th playthrough that Speaker Anais could be an Agent for Leliana and that single action also allows for Deft Hands to be unlocked extremely fast in Hinterlands itself 
I... did not know this. <facepalm>
Well, I am too ashamed to admit how many hours it took me to fully discover Skyhold! The winery! And that there is a kitchen! Only when I tried to find clues to Cole's quest. Oh Maker, that one took me like 5 pt's to realize that you can find out he is doing things for people. In several ocasions I told him to stop as I did not know what it was about! 
I just discovered the winery and kitchen on my third playthrough. And the library! And the Quizquisition guy!
And that there's a nod to Monty Python in the Hinterlands.
And that the multiplayer characters hang out in Skyhold. Damn I have missed a lot of small things during my playthroughs.
I never got the Smugglers Cave Python reference! I'm going back ASAP.
My favorite Monty Python Easter Egg is at the fortress in Griffon's Keep, where if you listen to the sergeant drilling the troops, he asks them to tell him the greatest weapons of the Inquisition and they respond with "fear" and "surprise" (just like the Inquisition Sketch, although they don't add "and an almost fanatical devotion to the Divine"!!) I laughed out loud.
Meanwhile, the biggest "little discoveries" for me were in my second playthrough, and how much I had managed to miss all the Fen'Harel references in my first playthrough. I'm embarrassed to say that at the end of my first playthrough, I was, literally, like... "Who's that again?!" at the Solas reveal. ("Dread who?") Then of course I played again and felt like a complete idiot. Although it was worth it because I really got actual chills at that Fen'Harel wall Codex reveal from the Exalted plains... and THE GUY WAS STANDING RIGHT NEXT TO ME. Really, so awesome. I started trying to imagine that Solas was smirking at each and every wolf statue we passed, too (but in a more funny than mean way).
Also, I never realized until late in my second playthrough that both the second (Dorian) and third (Leliana) levels of the round tower are open-air and look directly down on Solas's chamber. I guess it's lucky my Lavellan in that playthrough didn't get busy with Solas there like she was hoping would happen! But after he dumped her, she would occasionally imagine dropping things on his head from Leliana's level.
I never realized until my third playthrough that Solas's exterior exit leads directly to Cullen's door. I used to run all the way around the roof every time trying to remember where Cullen was (and usually by running the wrong way).
I love the fact that if you listen to the ambient dialogue around you within Skyhold, Val Royeux, etc., that you will hear evolving discussions and characters. I love the way people start out disliking the Chargers then grow to appreciate them. Or how people who had no food express their appreciation next time we pass by. But the one of these that gave me the biggest goosebumps was the man in Val Royeux who, after I'd finished DAI main in my second playthrough, talked about dream-conversations he kept having with MYTHAL. So awesome.
Last playthrough, I got similar goosebumps visiting Cole after beating the game as well. "Forget."
As far as Easter Eggs, I love the "single gold ring" and "They Shall Not Pass" (bridge construction) Lord of the Rings references. I also got a kick out of finding the krogan heads in Caer Oswin and The Winter Palace.