Remember It - S1-E5
Valerie Cooper: Most other nations don't allow a terrorist to be their leader.
Magneto: Yet so many allow their leaders to be terrorists.
Bright Eyes - S1-E7
Other mistake: SPOILER: Gambit's funeral is taking place in his hometown of New Orleans, as evidenced by the coffins being above ground (because New Orleans is at or below sea level). However, Gambit's coffin is oddly lowered into the ground.
Tolerance Is Extinction - Pt 2 - S1-E9
Trivia: When Cable scoffs at the uniform Cyclops gives him to wear, Cyclops asks if he was expecting black leather. This is a reference to the first X-Men film, when Wolverine scoffed at the X-Men's black leather uniforms, only for Cyclops to ask him if he preferred yellow spandex instead.