Deliberate mistake: Before Dorothy is sent to Kansas there's a close-up of her shoes. All of the group's feet, Glinda's dress, and the rest of the elements around are gone and replaced by a black background. Despite being a deliberate directorial decision to give the shoes a more dramatic focus, it is really awkward to see everything disappear, nevertheless.
The Wizard of Oz (1939)
1 deliberate mistake - chronological order
Directed by: Victor Fleming
Starring: Frank Morgan, Judy Garland, Billie Burke, Ray Bolger, Bert Lahr, Jack Haley, Margaret Hamilton
Continuity mistake: While Dorothy, Tin Man, and Scarecrow are walking in the dark and creepy forest, just as Dorothy begins to sing "Lions and Tigers and Bears" in the medium shot, Tin Man is holding up the axe in his left hand. But it cuts to the long shot, and the axe is in Tin Man's right hand between shots. (00:48:40)
Wicked Witch: Ohhh... You cursed brat! Look what you've DONE! I'm melting! Melting! Oh... What a world, what a world! Who would have thought a good little girl like you could destroy my beautiful wickedness?!
Trivia: The "tornado" was a thirty-five foot long muslin stocking, photographed with miniatures of a Kansas farm and fields.
Question: Did Dorothy really go to Oz or was it a dream? Because, in return to Oz at the end, she sees Ozma (the good witch in her mirror) or was that just her imagination/a dream too?
Answer: Return to Oz was not a direct sequel to the 1939 film. One was developed by Disney and the other by MGM. Return to Oz is actually an adaptation-fusion of the second and third Oz books, that contains elements from the 1939 film (like the Ruby slippers and the Oz/Kansas counterparts) because that's what people are most familiar.
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Answer: In the film it's left ambiguous. At the end it's strongly implied that she was dreaming. The characters she meets all look like people she actually knows. In the original book, she actually went to Oz.