Deliberate mistake: The fossilised dog looks like the dog did when he was young; it should look old and decrepit, as the dog was when he died. (Presumably deliberate, to avoid a spoiler.).
Continuity mistake: The lava is close to the machine, until Fry runs to it, then it's a long way away.
Continuity mistake: When Amy and Leela are wrestling, Amy's leotard changes several times. It varies between pink knee-length leggings and no leggings at all.
Factual error: During the flashback of 2000, Fry's family is watching the Rose Bowl. Fry's mom, a Wisconsin fan, shouts "touchdown!" Then we see the score on the TV. Wisconsin 9. Standford 3. 2nd Quarter. However, Wisconsin never led 9-3 and didn't score a TD until the 3rd quarter. It was Standford that had the 9-3 lead in the 2nd quarter.
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]