Continuity mistake: When Steve and Romanoff are escaping the mall, Romanoff notices Agent Rumlow on the opposite escalator. The first person in front of him is a man wearing a green jacket. Romanoff kisses Steve, the shot then cuts to Rumlow noticing the kiss, and a woman in a white jumper has appeared in front of him. Things go back in the next shot. (00:54:15)
Continuity mistake: When Quill and Gamora first meet and get into a fight, Gamora grabs the Orb Quill is carrying and runs. Quill throws a sort of laser-based "lasso device" that snares her legs and causes her to fall. She pulls it off, and immediately in the next shot, it's vanished from the ground between cuts. It also had mechanical components, so even if the laser vanished, the mechanical pieces should still be on the ground.