I've read the Romance in Russian, so this is probably a translation thing (besides, the Russian and the English translation seem to be based on different editions of SGYY), but the scene where Cao Cao deals with Consort Dong is morbidly hilarious. The emperor and the empress are imploring Cao Cao to spare lady Dong, but he just looks at them and says: "So childish..." (or smth like this; this is not the adequate translation of the Russian expression used there), as if marveling at the stupidity of people who try to play political games, but don't have the guts to face consequences. And then gives the execution order.
Another funny (again, black humor kind of funny) episode was when Cao Cao took Ye and ordered to keep Yuan Shao family - wives, daughters and children, - safe. Enters Cao Pi. This is his first appearance in the text, so there is half a page devoted to the description of his many, many various talents and accomplishments. After finishing it, the reader naturally assumes that now Cao Pi will do something valiant, heroic, or benevolent. And what Cao Pi does immediately after we've read all these praises? He orders his guards to murder all the members of the Yuan household! This is so unexpected, that it's impossible not to chuckle! (But then of course he sees lady Zhen, so everything ends well.)