Character mistake: When Morpheus is explaining to Neo the reason the Matrix exists, he states that a human being gives off 25,000 BTUs of body heat to help power it - this is just not true. Even human beings that are running a marathon can't give off that much heat, and the humans in the Matrix are all lying down, not moving.

The Matrix (1999)
1 character mistake - chronological order
Directed by: Lana Wachowski, Lilly Wachowski
Starring: Keanu Reeves, Laurence Fishburne, Hugo Weaving, Joe Pantoliano, Carrie-Anne Moss, Gloria Foster

Continuity mistake: When Agent Smith is interrogating Neo, after Smith has sealed Neo's mouth shut and he is backed into the corner, when the camera cuts back to Smith you can clearly see a reflection in his glasses of Neo still sitting down in the chair. (00:19:50)
Trivia: In the entire film, there are only two "homegrown", real humans - Tank and Dozer. They both have names of machines.
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Answer: He doesn't know that he's plugged into a giant computer and that most of humanity is a power source for robots. He's merely aware that there is something wrong with life in general, something odd that he can't quite explain.
Gary O'Reilly