Revealing mistake: Towards the end of the movie, Hockney (Kevin Pollack) looks into a van and discovers it's full of cash. He is then shot from behind and blood splatters all over the money. When his chest explodes, you can see the plastic of the bag the blood was in. (01:18:10)
Revealing mistake: When the police car is set on fire you see from the top that the flames start at three different spots, hood, roof, and trunk. Then, when the three vans drive off there's a shot from inside the police car where you don't see any fire. (00:32:45)
Revealing mistake: In the flashback, when the boy has his throat slit, there's no blood or wound.
Answer: Keaton doesn't believe in Keyser Soze, and is so convinced that Kobayashi is the one pulling the strings and manipulating them. They figure that if they take HIM out, they are home free.