We fabricate high-mobility p-type few-layer WSe2 field-effect transistors and surprisingly observe a series of quantum Hall (QH) states following an unconventional sequence predominated by odd-integer states under a moderate strength magnetic field. By tilting the magnetic field, we discover Landau level (LL) crossing effects at ultra-low coincident angles, revealing that the Zeeman energy is about three times as large as the cyclotron energy near the valence band top at {Gamma} valley. This result implies the significant roles played by the exchange interactions in p-type few-layer WSe2, in which itinerant or QH ferromagnetism likely occurs. Evidently, the {Gamma} valley of few-layer WSe2 offers a unique platform with unusually heavy hole-carriers and a substantially enhanced g-factor for exploring strongly correlated phenomena.