Continuity mistake: When Marcus Aquila and Esca set off for the North they are riding horses, Marcus on a black horse and Esca on a bay (you see close ups of them on the horses, and several screen shots of them galloping on them). However, after their first overnight stay in the North, Esca's bay horse is suddenly a white horse with no explanation for this. His horse remains white for the rest of the movie.
Factual error: While Hadrian's Wall itself is accurately depicted, its use and meaning to the Romans is not. The Wall did not demarcate a line north of which no Romans soldier would venture out of fear of the locals. The area north of the wall was too sparsely populated to produce a serious threat to a sizable Roman force and the Romans would have regularly patrolled there. In fact just two years after the events in the movie are set, the Romans constructed the Antonine Wall 60 miles north of Hadrian's Wall, running approximately between today's Glasgow and Edinburgh. The plot more closely matches the experience of the Romans in Germania in AD9 when three Roman legions were wiped out in the Teutoburg Forest. The Romans went to great lengths to recover the Eagles lost in this defeat and did so through a combination of diplomacy and military successes.