Continuity mistake: For most of the robbery sequence at the beginning, the Nightmare (a disguised Ashildr) is holding her pistol in her right hand. When she's yelling at the Doctor for interfering with her robbery while he's looking at the chest strapped to the back of the carriage, however, she's holding it in her left hand. It switches back to her right after the carriage escapes.

Doctor Who (2005)
1 mistake in The Woman Who Lived - chronological order
Doctor: So, that's the trap. Or the test or the final judgment, I don't know. But if I kill you, I kill her. Except that implies, in this big grand scheme of Gods and Devils, that she's just a victim. But I've seen a lot of this universe. I've seen fake gods and bad gods and demi-gods and would-be gods - out of all that - out of that whole pantheon - if I believe in one thing... Just one thing... I believe in her.
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Chosen answer: No, no information is avalible for the identity of the entity.
Repo_Man
Season 2: The Well.
jakew25