Continuity mistake: When Leela revives Fry at the end, she is right next to him. When Fry regains consciousness, Leela is at least a half foot away from him without enough time to move.
Continuity mistake: When Fry and the kid are racing along the motorway, just after they let go of the cars they are holding onto, they head into a lamp post. This leads them to banging their heads and collapsing on the floor, because the ribbon they were holding onto forces them into the lamp post. When they fall on the floor, the dust shoots up. After the dust disappears, the lamp post has as well, meaning that the ribbon isn't actually tied around anything.
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]