Continuity mistake: When Magneto lands the Golden Gate Bridge on the island, as it hits land it is still very light. When the Brotherhood start to walk toward the island, it cuts to a wide shot of them still walking on the bridge, and it's suddenly dark.
Factual error: Take a look at Google Earth - the section of the Golden Gate Bridge Magneto breaks off (tower to tower, with a bit of overhang, 0.9 miles at most, more like 0.85) is not long enough to reach Alcatraz - the two closest points are 0.96 miles apart, and that's the very end of a pier, which most likely couldn't support the weight of the bridge anyway.
Continuity mistake: When Logan pulls out the two horns from his stomach, the camera shows two holes on the singlet as part as his wounds. In the following scenes, the holes of the t-shirt have recovered (I know Logan has healing ability, but not his clothes).
Trivia: Stan Lee makes a cameo appearance in the beginning of the movie when Jean is being recruited and showing off her powers. He is the man holding a hosepipe.
Trivia: This is the first time where all the original Uncanny X-Men are featured in one film - Prof X, Cyclops, Marvel Girl (Jean Grey), Beast, Iceman and Angel.
Trivia: Longtime X-Men writer Chris Claremont is shown (guy with a lawnmower) in the Grey's neighborhood at the beginning of the film.
Mutant: [Grows his arms back after Wolverine cuts them off.] Yeah, bring it on!
[Wolverine kicks him between the legs and he collapses to the ground.]
Wolverine: Grow those back.
Easter egg: Go to scenes, and go to the screen for scenes 10-12. In the lower right corner will be a small X. Highlight it and press enter for an extended scene with Beast reciting Shakespeare.
Easter egg: Under Join the Brotherhood (Magneto's side) Go to Features. Then Deleted Scenes. Press "More" until you find the scene called "Henry Warns About Magneto". Highlight it, then press the left arrow to highlight an "X". Press enter and you will get to watch a short 2005 promo for the movie. Under Take a Stand (X-men side), this feature requires you to highlight "X-men land the chopter" then press the left arrow to highlight a "Magneto Symbol".