For me, there are at least two very interesting things about octopus.
First is their intelligence. They certainly don't look smart, but they appear to be one of the smarter kinds of animals since they seem to be able to learn some things because they can use tools, and because they seem to play, all of these are things most animals can't do.
Second is how they can squeeze their bodies into such small holes. I have seen pictures of relatively large octopuses squeezing through holes the size of a quarter.
On a personal note... it feels very strange to have octopus suckers grab you. They're strong. And that's pretty interesting to me as well...
One interesting thing about octopus is the fact that it has 3 hearts.
Another interesting fact is that octopus is so intelligent. The studies have shown that octopus is able to use tools.
The octopus has a defence system so evolved that it is able to camouflage itself, changing it's color, creating ink screens when it is attacked, imitating ferocious marine creatures to chase away the attacker.