Continuity mistake: After the meeting with Dr. Davey, we cut to Mulder sitting in the train station trying to figure out what Dr. Banton was doing in the video. We see an overhead shot of the station, which shows a column in the far distance. Watch carefully: the shot never loses sight of the column, and you can see random passersby walk towards the column, but NO Scully. As the camera moves downwards to focus on Mulder in the foreground, Scully suddenly appears from behind the column, as if she had been walking towards it all this while. Obviously, she had been standing behind the column until her cue to come out.
Plot hole: When Scully enters the game room after the game has shut off and the Lone Gunman are there but Mulder is missing. She is told that the only way in/out is from the door she came in. Later we find out that the bay that players use to enter the game is at the other end of the room and not conected to the door Scully used. So how did Mulder and Scully enter the game from the bay when the game was running?
Factual error: After the agents meet with Kevin's father in the mental institute, Scully lists the medication that he is on: haloperidol, loxapine, and chlorpromazine make sense, but the fourth medication - LARGACTIL - is in error. Not only is it a brand-name of chlorpromazine, but it is not available in the USA, it is a CANADIAN drug.