Upon receiving the bad news about the fall of Winterfell and Ser Rodrik's death, Catelyn exclaims: "I told you, never trust a Greyjoy!" Catelyn never said that: in The North Remembers (2012) she told Robb that Balon Greyjoy was untrustworthy; she did not tell Robb that he should not trust Theon or the Greyjoys in general.
When Jon is talking to Ygritte, it is quite apparent his sword is made of aluminum.
When Theon is talking with Bran, a microphone is shown clinging at his clothes.
In the opening credits, Jack Gleeson (Joffrey Baratheon) has the sigil of House Stark instead of House Baratheon.