Easter egg: On the main menu for Season 1 Disc 1 press right to highlight the limo. Press enter to view the film poster for the film 'Planet of the Clams'.
Easter egg: On the second disc of Season One on the Main Menu, highlight "Fear of a Bot Planet" and click up which highlights a slurm truck. Then press enter to see a movie poster.
Easter egg: On the third disc of Season One on the main menu, highlight "Fry and the Slurm Factory" and press right on DVD remote. Press enter to see movie poster.
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]