Other mistake: At the end of the movie, when Wallace says: "Well done, we did it!" one of the train wheels moves.
Other mistake: During the train chase Wallace steps onto the train track that's going to the left on-screen, then he goes to the right as if the train is going the opposite direction on the track.
Continuity mistake: In the beginning Gromit is pouring tea and there is a teacup and toaster near the pot. Gromit sets it down, gets the mail, and then comes back. When he comes back, the cup is much further away from the teapot and the toaster is on the other side of the table. No one has been in the room since Gromit left.
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Answer: It was added at the edit. During the animation, the animators just made little sprinkles on the characters so it would look like the rain actually hit them.