All my characters will be...the same!
I was watching an anime series the other day--it was a telenovela-type show that was actually pretty entertaining. The problem was, most of the action took place on a train. On this train were no fewer than three criminal gangs. (It wasn't like the train had some valuable cargo that all the gangs were after--it was just a coincidence that the three were there.) The majority of the people on the train who weren't in one of these three criminal gangs were affiliated with the Mafia.
Making it worse, one of the gangs was a gang of...homicidal maniacs! Yes, an entire gang of homicidal maniacs, because there are just that many out there. Some of the non-gang-affiliated characters also happened to be homicidal maniacs.
By the end of it, I was VERY tired of hearing people make speeches about how much they enjoyed killing people. (Homicidal maniacs are apparently a verbose lot, who never tire of prattling on about their hobby.) That sort of thing is unsettling and effective the first time you hear it, but the twelfth time, it's just boring.
When I'm bored, I start asking logical questions like, Where are the normal people? Is pretty much every train ride like this? Who would take the train, then? The train had two conductors, one of whom was part of a criminal gang and the other of whom was a homicidal maniac--doesn't the railroad screen its employees at all?
It's not just this show or anime. I've read fantasy novels where every spot in the entire planet is plagued by evil magicks. That's swell from a putting-characters-in-peril point of view, but if the very air and soil is going to kill you wherever you go, how do people farm? Why are there cities and industries and rich people and a high level of political organization?
Regular, non-telenovela type TV series get lousy with this kind of thing. You have a plot revolving around someone secretly being a spy/mutant/alien/vampire/Mafioso/werewolf, and a few seasons later there isn't a character on the show who isn't secretly a spy/mutant/alien/vampire/Mafioso/werewolf--and every unveiling (you know, of the exact same thing that has been unveiled many times before) is presented as something shocking!! and dramatic!!!
I think even if you're writing about things going on that are unlikely and fantastical, you have ground it in some kind of realism. You need the normal people to set off the freaks. Otherwise it's like eating an entire meal made solely out of habaneros--it's tedious and unpleasant, and it just doesn't work.