Revealing mistake: When Kadaj kneels in front of Rufus Shinra, watch his sword. As he kneels, it goes through the floor.
Other mistake: Cloud finds Tifa lying on the flower-patch in the church, after the fight with Loz. When we first see her she has her leather gloves on, then the next shot her hands are bare, and again in the next shot she has her gloves again.
Revealing mistake: In the final battle of Cloud VS Sephiroth, when the Shinra HQ is collapsing, in the final shot of the building collapsing, one of the pieces of rubble is not there for about one or two frames, then it suddenly appears. A slip up in the CGI rendering.
Continuity mistake: When Tifa first shows up to the scene at the ShinRa Monument, she looks over to see Denzel standing and her hair has fallen over her shoulder. When it cuts to a closer shot of Denzel (still over Tifa's shoulder), her hair instantly moved back.
Continuity mistake: When Yazoo jumps/flips over Cloud's motorcycle in the opening chase sequence, the way his motorcycle is flipping through the air changes slightly between shots.
Continuity mistake: When Loz/Yazoo/Kadaj are summoning the creatures to attack Cloud in the beginning of the movie, the number of creatures changes between shots.
Revealing mistake: During the Bahamut attack scene, in some of the wide shots above the city, you can see some of the people (All computer generated) running "through" each other.
Revealing mistake: When the giant crowd has gathered around the memorial before the Bahamut attack scene, you can see some of the CGI people are using the exact same body animations.
Revealing mistake: After Aeris resurrects Cloud, he finds himself rounded by children in the pool of water in Aerith's church, but when he stands up he is completely dry.
Factual error: During the bike chase towards the end, as Cloud and Loz/Yazoo crash through the security gate, you can see that the lettering is misspelled: "Authorized Parsonnel Only." It should read "Authorized Personnel Only."
Audio problem: In the scene in the church where Tifa and Marlene are confronted by Loz, Loz approaches the two as he's talking and his boots are easily heard on the wood. When he notices the flowers, the scene shows, as he's looking down and the flowers are surrounding him, that the wooden floor is gone. When he asks, "Where's mother?" he takes a step forward and his boot is heard on wood. A few seconds later he takes another step, followed by the same boot on wood sound, when there shouldn't be any wood below him.
Answer: The bullet bounced off and thereby did not directly hit him. As Kadaj's gang were after their "mother", you can be sure Yazoo did not intend to kill Cloud yet, so he must have aimed for the goggles. It's impossible for the bullet to graze his forehead in that angle, even though Yazoo could have calculated that, too.