Goof: Mary and Charles Blake discuss the difference between sex and love. However, at the time the word "sex" meant "gender." It didn't refer to intercourse until 1929.
Goof: When Lang is suffering his nightmare in the middle of the night and the servants all go to see what's wrong, you can see broad daylight shining in through the skylight windows of the room.
In the scene where Charles Grigg comes to Downton Abbey to see Lord Grantham, Bates senses trouble and sends Anna towards the village to fetch Mr. Carson at once. When Anna finds Mr. Carson as he is heading home, she tells him he is needed at once in the library but there is no way that she could have known that Bates had taken Grigg into the library as they were nowhere near it when she left the house and therefore, could have gone to a different room.
In this first episode, Lord Grantham and his family are reading about the sinking of the "Titanic" on 15th April, 1912. Lady Edith makes the passing comment as she looks at the newspaper that "I thought it was supposed to be unsinkable". This is important because many passengers, members of the public and even the hierarchy of The White Star Line who owned the ship believed this to be the case. Brochures and magazines printed at the time carried the words "practically unsinkable", including "Shipbuilder Magazine" which wrote a feature article saying the same. This became folklore and by the time the "Titanic" set out on her maiden voyage, just about everyone believed she could not sink.