Continuity mistake: In the opening cut scene, a young Albert Wily is holding the prototype Double Gear system comfortably in one hand, showing its size. Years later at the start of the game when Dr. Light is holding the repaired prototype in his hand, it's noticeably bigger. About twice as big as he holds it in both hands.
Other mistake: In a lot of older games, a 2D sprite would just be flipped showing a character turning around, so older games it would be normal to have an item in a character's left hand but turn around and it be in the right. However this game is a 2.5 D game with 3D characters and most of them don't have this issue. Like Auto having a hook like extension as his right hand with it staying consistent to his right if he turns around. However when Rock (MegaMan) rushes in after Dr. Wily breaks in, he has a vacuum like broom device in his right hand. When Dr. Wily lifts off out of there, Rock turns around and suddenly the broom jumps to his left hand, staying towards the screen. You even see it stay in his right hand as he's turning but then suddenly jumps to his other hand.