Cocytus is the name of a frozen lake in Hell.
The video game Momonga played was called Yggdrasil. This was a term in Norse mythology about a mystical entity that connected all the worlds of the universe together.
Momonga was named after "Pteromys momonga", aka the Japanese dwarf flying squirrel.
Ainz knows 712 spells. The maximum one could learn in Yggdrasil was 300, but one could increase it up to 400 through the use of cash-items. Ainz had used his racial skill, Dark Wisdom, in order to learn spells through the bodies of his enemies and thus achieved more than twice the default number one spells one could learn without paying.
While Albedo is the highest ranking NPC in Nazarick, she isn't the strongest. Out of the Floor Guardians, Shalltear Bloodfallen and Mare Bello Fiore would be able to defeat her.