Continuity mistake: When we first see the team sitting round the table, Bender is sitting next to Leela. As the egg is burst with the syringe, we should see Bender in shot, but he isn't there. (00:01:45)
Continuity mistake: When Bender's cans first drop out of his jacket onto the floor, the number of extra items on the floor increases when the security cameras are looking down on him. (00:04:55)
Continuity mistake: When Bender's cans first fall onto the floor, they don't have labels on them, but in the next shot they do. (00:05:00)
Continuity mistake: At Fry's celebratory party, he and Bender are smoking cigars. Fry's cigar is smoking, but Bender's is not. (00:06:30)
Continuity mistake: When Fry starts watching one of his old videos, all the objects that were on the floor in the previous shot disappear. (00:10:55)
Continuity mistake: When Fry has a bite of his pizza slice, the pizza slice change size between the shots. (00:20:30)
Continuity mistake: After Leela wipes the egg off her face, her cloth and cup are in front of her on the table. After Fry gives his little speech, they have disappeared.
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]