One of the most things I'm forever wondering about, is the Skirmish in the Forbidden Forest between Dolores Umbridge and the Centaurs! I can't stop thinking about what might have happened to her in there, from the good to the bad, from the traumatic to the comedy (I hate cliff-hangers, unless there's a guaranteed conclusion someday). I've even written a small comedy chapter for my own HP fic.
http://www.fanfiction.net/u/252186/Storyseeker