Continuity mistake: The crack on the balcony suddenly appears once Bender yells at the people in the room. (00:17:40)
Continuity mistake: When Bender lies on the roulette the numbers keep changing between the shots. For example when Bender's antenna lands on the number "21", the number beside it is "25". When it cuts the number "25" has suddenly changed to "4" (00:07:50)
Continuity mistake: When Bender plays the recording of Nixon his body is sitting right behind him. As Leela takes the audio tape out of Bender's mouth his body is gone. (00:19:10)
Continuity mistake: When they first show Richard Nixon on the couch by Bender there is a huge scratch in the wall, but in the next shot they show him it isn't there.
Continuity mistake: When Bender and Fry is hanging on to Leela while she is climbing the Watergate building, the width of the concrete on the wall is about 3 feet. When it cuts the width is reduced to no more than about 1 foot. (00:16:50)
Continuity mistake: When Fry tells Bender he now can pay off the loan sharks, Fry has his hand on the bowl of cereals in front of him. When it cuts his hand is off it. (00:07:15)
Continuity mistake: In the Hall of Presidents, Bill Clinton's head is above Jesse Ventura and Jimmy Carter. When he starts to hit on Leela, he's now sitting above Gerald Ford. Later he shifts again, being above Carter and Ford.
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]