Some other things I noticed:
-- Shoot the chairs in the warehouse. Feathers billow out of the cushions.
-- Shoot the cabinets in the warhouse too. They react to your bullets, pinging in and out. 'tis fun.
-- If you carry the RPG over and have enough grenades, you can blow up one of the tank things.
-- After you've helped Garza climb up, jump down. He'll then pull you up.
-- If you look at the subtitles, you'll notice that one of the people giving you orders is Jan Templar, the main character from Killzone 1 and Killzone: Liberation, who is now a Colonel.
-- At the end of the demo, before going through the door that ends it, aim through it. There's a little object hidden high up. Shoot it, and then press 'select'. You'll notice that you've just found one of the game's hidden objects. (Presumably shooting them all in the final game will reward you with a trophy.)
-- If you rush out fast enough, you can get one of the flying things to land on you. You then teleport onto the top of it, and when it lifts up, you'll go flying with it. Jump off quickly though, as you'll die. If you time your jump right, you can land on top of the building to your right, which lets you use the mounted machine gun, and explore other (glitchy) parts of the level that you're not meant to be able to access.
-- Notice how your teammates and enemies react to your play style:
----- Charge out all alone, and Garza will yell for you to get some cover, whilst the Helghast will get into a good defensive position and rape you with bullets.
----- Cower behind cover a lot, and Garza will tell you to get out and do some killin', whilst the Helghast will take the opportunity to rush and flank you.
----- Keep an Helghast pinned down whilst he's in cover, and he'll start blind firing at you instead of aiming.
---- Charge at a Higg with your knife - notice how he panics as you close in on him.
