Deliberate mistake: The Messerschmitts have painted yellow fronts, this wasn't done by the Germans until after Dunkirk. Christopher Nolan has admitted doing this deliberately so the audience could tell the difference between the Spitfire and the Messerschmitt during the combat scenes.
Deliberate mistake: Christopher Nolan admits he used a French destroyer instead of a British destroyer, for practical purposes (most people won't notice). The giveaway is that it has a closed bridge. British warships were built with open bridges till after the end of the Second World War, as can be seen by looking at HMS Cavalier (http://thedockyard.co.uk/explore/three-historic-warships/hms-cavalier/), which was built in 1944.
Answer: After running out of fuel, he kept his craft aloft as long as he could so he could shoot down the enemy plane. He then landed when and where he safely could, which was on the beach but in enemy territory. Ditching a plane in water is dangerous and would have meant far less chance of survival.