We investigate thermodynamic properties of FeSe under in-plane magnetic fields using torque magnetometry, specific heat, and magnetocaloric measurements. Below the upper critical field H-c2, we observed the field induced anomalies at H-1 similar to 15 T and H-2 similar to 22 T near H parallel to ab and below a characteristic temperature T* similar to 2 K. The transition magnetic fields H-1 and H-2 exhibit negligible dependence on both temperature and field orientation. This contrasts to the strong temperature and angle dependence of H-c2, suggesting that these anomalies are attributed to the field induced phase transitions, originating from the inherent spin-density-wave instability of quasipaticles near the superconducting gap minima or possible Flude-Ferrell-Larkin-Ovchinnikov state in the highly spin-polarized Fermi surfaces. Our observations imply that FeSe, an atypical multiband superconductor with extremely small Fermi energies, represents a unique model system for stabilizing unusual superconducting orders beyond the Pauli limit.