Factual errors

Arya accuses Littlefinger, "You told our mother this knife belonged to Tyrion Lannister. But that was another one of your lies. It was yours." Littlefinger never denied the knife originally belonged to him - he said that outright in Game of Thrones: Lord Snow. His lie was about the identity of the person to whom he lost the knife in a bet, which was not Tyrion but Robert.

Continuity

Cersei claims that the Golden Company consists of 20,000 men. In Game of Thrones: Breaker of Chains, Davos said it consisted of 10,000 men.

Continuity

Tyrion tells Jon there are one million people in King's Landing. In Game of Thrones: The Bear and the Maiden Fair, Jaime said the city had a population of approximately half a million people.