Bug: In Mirage Road, press the down arrow just as you are passing the finishing star on the raft at the end. Part of the screen at the bottom will be cut off, leaving a black space.
Other mistake: This is only seen when you are playing Blaze. When Sonic and Blaze are talking halfway through their battle against one another, Sonic's speech bubbles say 'I admire your fortitude but Carrying the entire world on your shoulders?' but he is halfway through a sentence, so the second speech bubble shouldn't have a capital c.