Continuity mistake: When Fry comes into the kitchen while Leela is making toast, he walks over to the cup rack to take a cup. When it cuts, the rack has changed position on the wall. (00:06:20)
Continuity mistake: During the Mother's Day commercial on TV, as Destructor hands over a card to Mom, the antenna on the TV suddenly changes color without the shot cutting. (00:01:00)
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]