Roswell That Ends Well - S4-E1
Factual error: There were no nuclear tests anywhere near the Roswell Air Force base in New Mexico.
Roswell That Ends Well - S4-E1
Continuity mistake: Leela sets fire to the Professor's tie in the white goods store - later in the Malt Shop, his tie is completely intact.
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]