Episode One - S3-E1
Continuity mistake: In the Blankety Blank sketch,the village people person holds up a board saying "gay" on it, but when it switches to the long shot showing all the characters, it has changed to "massive bender". ""Massive bender" is part of another sketch involving Blankety Blank, so it's an editing problem.
Continuity mistake: In the Michael Jackson "Psychotherapy Day" sketch, Michael is leaning forward (or to the side depending on how you look at it) with his arm on the desk but in the closeups he is sitting up, arms by his side.