Continuity mistake: When Sonora does her very first dive, we see Clifford release Lightning and he begins to trot up the ramp. In the next shot, the camera shows the front view of the horse, and he is cantering up the ramp. Then the camera goes back to Lightning's front view, and he is trotting again.
Continuity mistake: At the beginning of the movie, when Sonora gets challenged to jump Lightning over the fence, she tears off a piece of her dress and ties it to Lightning's halter. There is no bit because she did not have one. But as Lightning begins to trot, there is now a bit in his mouth. Also, the piece that she tears off of her dress changes lengths significantly between the shots where she's tying it onto the horse and when she gets on him and starts riding.
Continuity mistake: The piece of Sonora's dress/slip that she ties to the family horse's halter to use as reins to jump the fence looks barely long enough to reach its ears, yet the next shot shows it reaching all the way to its back (where she's holding it while mounting).
Continuity mistake: When Sonora jumps the fence, we see that the horse has broken only the top rail, but the next shot shows cattle escaping through a gap in the fence where top and bottom rails are completely broken.
Continuity mistake: When Sonora meets the hot dog vendor, we see that the chain for his machine is completely off its sprocket. Next shot it's perfectly in place.
Continuity mistake: When Sonora is trying to learn to mount Lightning while he's moving, she falls repeatedly throughout the scene. Her shirt gets a bit of blood on it after one fall, then it gets dirty and more bloody, but sequential shots jump between clean with a little blood and dirty with lots of blood.