-He's very proud of his appearance and keeps his clothing in neat and clean condition (that's canon). But he's a bit shy with his body. He avoids showing skin if he can help it. His uniform covers every inch but his face, and he keeps it that way for the sake of a controlled and impressive presence. He'd rather not give anyone a chance to make fun of him for something like his physique.
-He can twirl almost anything. Not just guns.
-Ocelot claims to "understand the feelings of bullets" (translated from his Japanese wikipedia page).
-He loooooves goats. Even more than cats... though it's close.
-Reloading revolver ammo gets him really excited. There's innuendo to be had here. Bonus points if Big Boss takes his gun and does it.
-Watching/giving torture also turns him on. Especially if done on certain people.
-Sometimes he feels the presence of ghosts, in small ways. The typical paranormal curiosities: unexplained sounds in empty rooms and almost seeing something that's not there, stuff like that. He doesn't let it bother him. This is owed to inheriting some of his father's spirit medium powers, so he has a bit more sensitivity to ghosts than normal people do.
-On that note, he can be possessed by ghosts. But his spirit medium influence is minor and needs a strong catalyst. Replacing his arm with that of the deceased would definitely do it.
-He learned that The Boss was his mother during their time together, but not before. He had known he had a legendary parent, but it wasn't until then that he realized it was The Boss. (That's because he didn't know much about The Boss before the mission. He didn't even know she was a woman.)
-Ocelot thinks all of Big Boss's clones are fascinating pieces of eye-candy. But in the future he will never honestly respect them. Early on everyone was deluded into thinking they were creating perfect copies of Big Boss that would be just like him by age 29, but it soon became apparent that there was more to a person's development than genetics. The clones became nothing but tools to Ocelot.
-Raikov irritates him and doesn't get quite as much of Ocelot's fake-respect as he should be getting, considering his position.
-He always addresses Raikov as "Major". If he's not addressed as "Major" in return (by him or people under his rank), he gets angry. He demands respect for his rank (this was noted in MGS3 commentary).
-He keeps mousetraps in his clothes. (This might be why Volgin doesn't crotchgrab him.)
-During the battle with Naked Snake at the Bolshaya Past Crevice, Naked Snake did every cheap trick imaginable. Used grenades, threw snakes at him, shot the goat, shot down hornet nests, cheated during a quick draw, all that stuff. That's why Ocelot was never satisfied with that as a duel.
-He has been a soldier ever since he was a child (also noted in commentary). Probably very early, since they had him since birth. He was likely given a gun as a young child and made to kill captives to desensitize him to it.
-Ocelot just never had a normal proper childhood or anyone resembling parents, he was treated as a solider and spy early in order to mold him into the best one. His view on morals has developed differently... good and evil aren't a concern of his, unless he can manipulate another person's belief in them. Ocelot has a clear view of the results he wants, without limiting himself with ideals and traditions.
-He has never been beaten before being taken down by Naked Snake. That's why the humiliation affected him so deeply; it shook 20 years of proven self-confidence and shattered his conviction in the predictability of all men.
-Battle and murder has always been so natural and easy for him that he's adapted a numbness to it... it's not until he puts himself in danger through the distraction of elaborate reloading techniques of a revolver that he gains a good enough rush of adrenaline. Tricks and risks have been his way of keeping himself from being completely bored by his own flawless success in battle.
-He was a codebreaker in the NSA, and staged a fake defection to the KGB at age 16 with the male-EVA.
-At age 18 he was in a situation where the Soviet Philosophers held him as they blackmailed The Boss and The Sorrow into fighting to the death. They were prepared to kill him as a consequence if both of them walked away from the confrontation alive. Ocelot likely did not know why they were holding onto him during that time, or that his life was in danger.
-His morally-lacking style of growing up didn't deter him from having some small feeling of empathy towards innocent civilians, at least up to age 20. ...Though it all disappeared years later. But at age 20, he slightly disliked killing unnecessarily, even if he still did it with a smile. The action itself of successfully shooting a target always brought a thrill to him, especially through one of his many trick shots.
-Ocelot is a drama whore. Many of his decisions are based entirely on this trait.
-He is an extremely fast learner. He has a knack for mimicry, which he often spends on learning flashy gun tricks. But with a little determination he can learn advanced fighting techniques such as Big Boss's CQC and match them on an almost equal level, even without the years of training. The downside to replicating tricks instead of learning them the hard way is that sometimes he'll screw up a basic part of the trick and wind up failing hard.
-He fell in love with Naked Snake very soon after meeting him. This is mentioned in the commentary and it's not an exaggerated translation. It really does say he loved him, repeatedly. Russia's homophobia does not affect him or his preferences.
-But he's not exactly gay. If Big Boss were a woman, he'd still have the same strong feelings. He's attracted to Big Boss's impressive body (and having that impressive body all over his own during their fights drove him crazy), but Ocelot is more attracted to Big Boss's deserving mental strength and nature. His sexual preference might lean towards men, but he enjoys boobs sometimes. He only groped EVA's boobs accidentally at first, but he was aware of what he was doing the second time. In both MGO games he's shown to have interest in the porn magazines, so he likes looking at naked women (unlike the completely-gay Raikov whom ignores them). ...Kojima seems to like making everyone bisexual anyway.
-Speaking of Big Boss's body, Ocelot never apologized for shooting Big Boss's eye. It wasn't intentional and he'd have never done it on purpose, but seeing Big Boss overcome the handicap so quickly had greatly impressed him, and reduced the eyepatch to just a physical mark. A mark that Ocelot left on him. It's hot.
(Most of this stuff is focused on young-Ocelot, but I have a separate post for headcanon focusing on Ocelot and EVA's relationship
here.)