Factual error: Harry says to Sirius in one of his letters that Dudley chucked his Playstation out the window. However, Book 4 takes place in 1994, and the PlayStation wasn't launched in Britain until 1995.
Factual error: In Hogsmeade, Sirius implies that at a certain point, Snape's attendance at Hogwarts overlapped with Bellatrix Lestrange's. But given their dates of birth, Bellatrix would have left school two years before Snape started.
During Priori Incantatem, Voldemort's victims come out in reverse order. However, James comes out before Lily. He should come out last, because he was killed before Lily. (Corrected in later versions of the book).