Continuity mistake: Father Dyer tells Chris about Father Karras' mother's death and gets the story wrong. He tells her that she died in the apartment and was there for several days before they found her. This contradicts all we saw in the previous scene in the psychiatric ward.

The Exorcist (1973)
121 continuity mistakes - chronological order
Directed by: William Friedkin
Starring: Max von Sydow, Ellen Burstyn, Lee J. Cobb, Linda Blair, Jason Miller
Visible crew/equipment: Near the beginning of the movie, the old priest is in Northern Iraq and you can see the shadow of a microphone on his hat.
Demon: What an excellent day for an exorcism.
Father Damien Karras: You would like that?
Demon: Intensely.
Father Damien Karras: But wouldn't that drive you out of Regan?
Demon: It would bring us together.
Father Damien Karras: You and Regan?
Demon: You and us.
Trivia: The vomit that Linda Blair spewed was actually split-pea soup. Specifically, the effects crew decided to use Anderson's split-pea soup because Campbell's split-pea soup wasn't green enough.
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Answer: It was indeed Pazuzu, he wanted Regan to believe he was some friendly entity to gain her trust. Thus the Captain Howdy facade.