Continuity mistake: When Fry is being emperor and Leela is questioning his actions, there is a water being with a yellow mouth cover. Later, there is a pink mouth cover on that being.
Love's Labors Lost in Space - S1-E4
Continuity mistake: In the scene around the table, Leela is holding a lilac coloured cup. This changes to a red coloured cup later in the scene. (00:04:05 - 00:05:10)
I, Roommate - S1-E3
Continuity mistake: When the TV first loses transmission and fills with static Fry taps it and it tunes back in, he then does his Fonz impression facing the sofa, it then cuts and he's facing the TV. (00:12:45)
I, Roommate - S1-E3
Continuity mistake: When Fry uses the ship engines to dry his hair, the Planet Express ship has rotated 90 degrees from the previous shots. (00:01:45)
Continuity mistake: In the scenes with the robot elders, the colour of the Elder's eyes change frequently between shots.
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]