I've noticed from time to time, references to psychology and psychoanalysis, for example the ironic Hedgehog's Dilemma, as well as the Human Instrumentality Project, which seems just a solution to a fundamental psychological human flaw. Even the last two episodes are a complete psychological de-construction of the main characters.

What another references, maybe even implied ones, exist in the Series? Why the focus, especially on psychoanalysis?

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What another references, maybe even implied ones, exist in the Series?
Wikipedia's page on the series covers this pretty well. It states that its references range from episodes' titles ("Mother Is the First Other", as a reference to the Oedipus complex) to the characters' deep psychological traumas towards their parents (see the Wikipedia page for details on each character's traumas).
It also states that the ultimate goal of the Human Instrumentality Project and the connection between the Evas and their pilots strongly resemble Freud's theories on internal conflict and interpersonal communication.
The subtitle in episode 4 (the hedgehog's dilemma, as you referenced) is a concept described by philosopher Arthur Schopenhauer and is mentioned in that episode by Misato as descriptive of her relationship with Shinji.
Wikipedia goes on to say that besides the references to Freudian Psychoanalysis there are also some minor references to the theories behind Gestalt therapy.

In episode 15 there is a reference to Gestalt's theory of change (...). Episode 19 is entitled 'Introjection', a psychoanalytical term used by many Gestalt Therapists to indicate a neurotic mechanism used for the mental processing of experiences.

Why the focus, especially on psychoanalysis?
The series has been said to be a deeply personal expression of Hideaki Anno (the author)'s personal struggles, since it followed a four-year period of depression, which may have been the main source for many of the psychological elements of the series, as well as its characters.
Wikipedia states that the author became disappointed with the Japanese otaku lifestyle during the show's production. For this reason (among others), despite the fact that it was broadcast in the children's timeslot, the series' plot gets darker and more psychological as it progresses.

Anno felt that people should be exposed to the realities of life at as young an age as possible, and by the end of the series all attempts at traditional narrative logic were abandoned, with the final two episodes taking place within the main character's mind.

In the author's page on Neon Genesis Evangelion Wiki, there is also this quote:

I tried to include everything of myself in Neon Genesis Evangelion—myself, a broken man who could do nothing for four years. A man who ran away for four years, one who was simply not dead. Then one thought. "You can't run away," came to me, and I restarted this production. It is a production where my only thought was to burn my feelings into film.

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