This is a very good example of the amount of detailed thought in these episodes. In S01E01 we saw Fry fall into the cryogenic tube and get frozen. In Season 5 Episode 8 (The why of Fry) we see this same freezing scene again but in this episode Fry and Nibbler are under the desk arguing since it appears Nibbler was the one to push Fry into the cryogenic tube. In Season 5 Episode 2 (Jurassic Bark) we see the freezing scene again but if you watch the scene where Fry is about to fall into the tube you can see the shadow of Fry and Nibbler on the floor since we learn that they are under the desk from S5E08.
In the opening you can see Amy, Hermes, Kif, Zoidberg, and Zapp Brannigan go by in the people-mover tubes.
David X. Cohen's name is actually David S. Cohen. He was asked why he changed the middle initial to an X and there are two explanations that he has given. Since there was another David S. Cohen who was member of the WGAE, it was necessary to alter the name, so he decided on the initial X change. One explanation for the letter X is because many aliens have an X in their name, and the other explanation is he thought it sounded cool.
When the series first started, the animators placed five Alienese letters in the background. IN one poster, it said "drink slurm" and in another, drink was replaced by the five Alienese letters. Going on that, fans of the show were able to decipher the whole language in a couple of hours to decode what was written in graffiti on the wall behind the grate Bender and fry used to escape into the sewers. It said "Venutians (People from Venus) go home".
In the original ending for this episode (as seen in the DVD's deleted scenes), Bender says he'll be less like his old self when robot hell freezes over, to which Fry replies that it does freeze over during the winter. He reads this out of a book. In the aired ending, when Leela asks Bender to be less like his old self, he asks her if she could stand a 100' drop (or something), and Fry says "Good ol' Bender." However, you can still see the book in his hand from the original ending.
It took approximately one hour per frame at thirty frames per second for the 28 or so second intro to be generated in 3D.