Continuity mistake: When the Logos plummets from the sky and crashes into the machine tower, Trinity is skewered with cables. In slo-mo you can see that at least two cables penetrate her upper chest, but when Neo is lying next to her a minute later the cables have impaled her below the ribcage and there are no chest wounds. (01:32:20 - 01:33:45)
Continuity mistake: In the final fight between Neo and Smith there is one shot of Smith's legs running towards Neo and one shot of Neo's legs running toward Smith. In those shots you can see that they are not running against each other.
Continuity mistake: When Neo wakes up in the station, he is sometimes right next to the edge of the platform and sometimes further from it. (00:04:10)
Continuity mistake: When Neo gets up in the final fighting scene with Smith after he says 'You're right Smith, you're always right,' his hair is pushed back from the rain and mud. In the next Neo shot, it's down over his forehead.
Continuity mistake: When the "Hammer" is being chased by the sentinels we have one shot of its captain in which he says:"Lock that down". When he says this he has some type of earphones, but in the next shot he doesn't has them any more. Between both shots the ship doesn't make any move that could make those earphones fall nor time for the captain to remove them.
Continuity mistake: After Neo has been blinded, his eyes and everything around them is burned and red. Right after the fight, when Trinity sees him blind for the first time, his eyes (or eyelids) are grey, and only the rest is red. (00:56:55 - 00:57:40)
Continuity mistake: In the final fight between Neo and Smith, when Smith throws Neo inside a building, he flies inside the building through the hole. When Smith is inside, his flight causes a lot of dust. In subsequent shots, the dust has settled in only a few seconds.
Continuity mistake: When Smith, in the flesh, has Trinity with a knife at her throat, one scene has a blood mark on her neck. The next scene, a moment later, shows the blood mark gone. (00:53:04)
Continuity mistake: When Smith is finally destroyed there is a wide shot and a close shot of the Oracle lying in the water filled crater. In the wide shot, there is a lot more water; her arm is completely underwater and so is half her face. In the close up, her head is almost entirely above water and her arm is visible. (01:55:00)
Answer: In the first film she points this same sign out to Neo and explains that it means "Know Thyself"