Eerie Pale-Skinned Brunette: Considering he is from southern China and one of the palest characters in the game...
Bishounen: Enough for his contemporaries to make the Chinese equivalent his nickname.
Long-Haired Prettyboy / Badass Longhair: Self-Explanatory, and played straight. He may not be the biggest, baddest, out there, but you don't get to fight side-by-side with Sun Ce without being able to handle yourself.
Hot-Blooded: Yes, yes, he's the cultured, intelligent one... but holy shit, his temper has a reputation.
Badass Bookworm: While he's fairly tough, he's really at his most dangerous when strategising and leading attacks. He does best when he personally leads them, though.
Officer And Gentleman / Gentleman And Scholar: Literally. The army has its Gan Nings with his pirates, and it has its Zhou Yus who enjoy music, intellectual conversation, and generally cultured stuff. Add to that someone who is his country's most prominent strategist of his time.
Cultured Warrior: Did I mention he plays flute? There's actually a fun story about his sharp hearing and his sense for music, too: Even while drunk (which happened a lot at the political "dinners" in his time), he'd be able to hear if any of the musicians missed a single note. Cue death-glare in their direction. While. Drunk.
Blue Blood: He was actually from a richer and more influential family than Sun Ce, back before Sun Jian started to do his own thing. Other than that he is educated, he hardly acts that part, though.
Lady Of War: A male example, but a very good descriptor regardless.
The Strategist: That's also part of his job, actually. And he's a really good one at that:
Magnificent Bastard: Unless you are from Wu and/or friends with him, he is this. Smart, manipulative, classy - and yes, he will and he can use all of that to fuck up your plans.
The Dragon: Again, if you are on any of the opposing sides. Since everybody in this canon is a bit good and a bit evil, he is this from the PoV of at least two other factions.
Dragon In Chief: Towards Sun Quan, who actually respects him and trusts him like an older brother. The whole spectacle of Chi Bi makes it pretty clear who the more dangerous enemy even is from Wei's PoV, although that changes nothing about how loyal and respectful he is towards Sun Quan.
The Smart Guy/The Lancer: If you're on the same side as him. A mix of both, actually. He's the hero's right-hand-man and also his opposite for the most part, with the exception that he enjoys his position, and is also the advisor/calmer-and-smarter "voice of reason" guy.
One Head Taller: More than a head taller than his wife. Actually, about two heads and then some. As per the trope, she is the energetic one. He's also taller than Sun Ce, although only by a few centimetres/roughly an inch.
Red Oni Blue Oni: With Sun Ce, even though they both wear red. In their DW7 outfits at least the secondary colours of their outfits (black for Sun Ce, white for Zhou Yu) are contrasting.
Brains and Brawn: While he has some brawn himself, he's usually the Brains to Sun Ce's Brawn.
Back To Back Badasses: Just about every battle scene featuring both him and Sun Ce. It never gets old.
Blood Brothers: Him and Sun Ce. The bro-est bros other than Liu Bei with Zhang Fei and Guan Yu.
Heterosexual Life Partners / Ho Yay: With Sun Ce, naturally, although he has plenty of flirty moments with various the ladies in the games and the crossover Orochi series, too.
Chivalrous Pervert: Not a pervert maybe, but he likes the ladies, and it shows. Even to the point where one of the ladies in question asks him if his wife knows what a flirt he is.
Bi The Way: Not that it wasn't considered the norm in his time.
Protectorate: Sun Ce, after his death Sun Ce's family, and Wu. Never ever mess with them.
I Gave My Word: Part of the reason he is so fiercely loyal to Sun Quan and Wu. It's his brother's family and the kingdom they built together.
The Unfettered: Trust me. There isn't anything he wouldn't do for Wu, or for one of his lords. And you don't want to stand between him and his aims.
I Did What I Had To Do: This is his explanation for most of the things he does, especially about the morally questionable choices he makes. Could in particular apply to trying to get his until-then-ally Zhuge Liang killed before he could leave Wu, after realising what a future threat to Wu the man would be.
This Means War!: Zhuge Liang wants Wu on his side when fighting Cao Cao, so he makes up a story that Cao Cao wants to conquer Wu in order to capture the two Qiaos - the wife of Zhou Yu, and the widow of his late BF(F) Sun Ce. This is Zhou Yu's reaction.
Kill It With Fire / Pyromaniac: Even if that's a bit of Wu's signature strategy, he contributed a large part to that reputation by torching Cao Cao's entire fleet on its way to attack Wu.
The Mourning After: For Sun Ce. Ten years later, he is still not over it.
Talking To The Dead: Ten years later. Before, during, and after every single battle. While his wife is standing next to him.
Dead Person Conversation: One time, it actually happens, although it's a disembodied voice (Sun Ce, naturally), and might well be his imagination. No, this guy is not obsessed at all.
Unknown Rival: To Zhuge Liang. He is obsessed with out-doing and defeating Zhuge Liang. Zhuge Liang barely seems to be aware of that, and usually thwarts his schemes easily, much to Zhou Yu's growing frustration.
Blood From The Mouth: As a result of above mentioned arrow wound, every angry fit about Zhuge Liang defeating him again usually comes with a coughing fit with plenty of this.
Death By Despair: Zhuge Liang seriously manages to indirectly kill him, just by thwarting his plans non-stop and mocking him for it. Having received an arrow wound during one of he battles, he is so upset every time he loses against Zhuge Liang that he tears that wound open again every single time. As it is apparently some graver internal damage he took there, the third time is the last time he does that. Granted, continuing to lead his troops into battle might have had something to do with it, too.
Famous Last Words: He dies, fairly pathetically, after the last plot against Zhuge Liang failed, alone and cursing the heavens, "After creating me, why did you create Zhuge Liang?"
Colour-Coded For Your Convenience: Wei is blue, Shu is green, and Wu is red. The soldiers all wear the respective colours, and... well. It's an identity thing.
Red China: Okay, this is a joke. Wu's official colour is just red.
Tiger Versus Dragon: This is how you could describe Wu vs Wei. Wu is symbolised by a tiger, Wei by a dragon, Shu by a phoenix. How serious the factions take that symbolism varies, but Wu is definitely making it very clear which they are: even most of their leaders are nicknamed "the Tiger".
Fish Out Of Temporal Water: This is him in hometrail - and probably every other game he could be sent to. 3rd century China was just too different, from the setting as well as from the worlds where most of the other passengers are from.