Factual error: The soviet military equipment isn't all that Soviet ... e.g. the helicopter is supposed to be a "Mil-Mi 24 Hind" (Pilot and system operator sitting behind each other), in fact it's just a French "aerospatiale puma" with additional mock turrets and so on (crew sits side by side).
Factual error: When Rambo is going through the Soviet minefield, he probes a couple of times very hard with his knife, and then he lunges forward. Now, jabbing hard into the ground where you think there might be an explosive device is as bad an idea as it sounds. Also, Rambo doesn't probe to the sides where his elbows and knees are going to support his weight. Also, he lunges forward farther than he had probed. And finally, the mine he does find is very big for an antipersonnel mine. It looks big enough to be an antitank mine.
Revealing mistake: The character Zayasen is played the French actor Marc de Jonge, who does really well despite that French words are at times substituted for Russian (e.g. "maintenant" is the French for "now", "chercher" means "to search". When he says (in Russian ),"Keep searching ['cherchez'] for the Americans. I have to return and refuel now ['maintenant']",and "I want every trooper on the border now ['maintenant']".
Continuity mistake: Rambo plays a game where you have to pick up a dead sheep and throw it into a circle. He reaches down from his horse to pick up a huge, black, fake and dry sheep with his right arm. The next scene shows him with a small, wet, real dead sheep but now it's in his left hand.
Continuity mistake: When Rambo goes through the mine field his knife changes. Sometimes it has saw teeth(like the one in First Blood) and sometimes not. You'll see it when he finds the mine. Stallone wasn't satisfied with master knife maker Gil Hibben's first model for the movie and the knife was changed after the mine field scene was shot and some close ups of the new Rambo knife were made later on.