Continuity mistake: When the Shadow shoots at Baldrick to get rid of him, she is aiming over his head but the shot lands at his feet.
Factual error: After the Shadow has left Blackadder a captive, she says how much she hates squirrels, and fires two shots from a single shot pistol.
Answer: His first name is "Sod Off". Blackadder asks him in series 3 where this came from, and he replies "Well, when I was a kid, living in the gutter, I'd go up to the other kids and say 'Hello, I'm Baldrick'. And they'd say, 'Yes, we know. Sod off, Baldrick.'"