Continuity mistake: When Marge comes to pay for her shopping, she empties her left pocket on her coat, but when Sanjay finds it in her pocket, it's in her left pocket. We know it wasn't in her pocket anyway because when Sanjay finds it, it is bigger than the size of her pocket.
Continuity mistake: When the bottle of bourbon is found and taken out of Marge's pocket, the bottle is grey. But when Sanjay throws it to Apu, and Apu catches it, the bottle has now changed to a brown colour. (00:08:30)
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.