Continuity mistake: Sati and her family leave one suitcase when they get on the train (the one Neo was carrying), but when the train comes back and Trinity steps out, there is no suitcase. It can't have gone anywhere - as we see when Neo tries, the only way out is on the train, otherwise you're caught in a loop.
Trivia: The way it all unfolds with Neo dying at the end and looking at his weakest throughout the whole movie, is a clear reference of the last days of Jesus Christ, in which he looked his most weak and humble. As a matter of fact, Neo, just like Jesus died to save everyone, he even died with his arms outstretched on a dark summit very similar to Golgotha, the place where Jesus died.
Agent Smith: Why, Mr. Anderson? Why do you do it? Why get up? Why keep fighting? Do you believe you're fighting for something? For more than just your survival? Can you tell me what it is? Do you even know? Is it freedom? Or truth? Perhaps peace? Could it be for love? Illusions, Mr. Anderson. Vagaries of perception. The temporary constructs of a feeble human intellect trying desparately to justify an existence that is without meaning or porpose. And all of them as artificial as the Matrix itself, although only a human mind could invent something as insipid as love. You must be able to see it, Mr. Anderson. You must know it by now. You can't win. It's pointless to keep fighting. Why, Mr. Anderson? Why?! Why do you persist?!
Neo: Because I choose to.