Deliberate mistake: The final Auton attack in this episode is supposed to take place in a busy London street, but it is a pedestrianised area, and several shots reveal this. For example, there are no road markings visible, no apparent distinction between pavement and road, and a bus stop appears to sit in the middle of the 'road'.
Factual error: In the opening shot of this episode, we see the Earth from space. The camera then zooms into Western Europe, the UK, London, then into Rose Tyler's flat, where a jump cut to an alarm clock shows it's 7:30am. But look again at the start of that sequence: it shows that it's daylight over the UK - and over the USA. This is of course impossible. When it is 7:30am in London, it is 2:30am in New York, as Eastern Time is 5 hours behind UK time. In New York at 2:30am it is not daylight, because it is the middle of the night. In addition, later episodes make it clear this episode is set in March. The North Pole is fully sunlit, which it never is in March, due to the equinox that happens that month. (00:00:50 - 00:02:00)
Revealing mistake: The Doctor and Rose locate the "metal" hatch that leads down into the Nestene Consciousness' lair. Watch carefully after the Doctor removes the "metal" hatch and moves it aside. The entire hatch pops up a second later. This is because it is plastic and it was suctioned to the floor. (00:33:06)
Continuity mistake: When the three bride Autons attack Jackie, and they open their hands one at a time, it is clear that when the second Auton opens its hand, all three are already open. After it cuts to Rose, and back to Jackie again, the third one opens (even though we just saw it already open). (00:38:15)
Revealing mistake: When Mickey closes the wheelie bin lid, he then finds the plastic stuck to his hands, he lifts his hands up and the plastic stretches like tar. If you look closely when he lifts his hands up for the first time, you'll see that a shadow of one of his hands is cast on his shirt, but there is no shadow of the strands of plastic stuck to his fingers. Additionally, when he turns around to pull away from the bin, he crosses the strands over each other, but they are still parallel in the following scene. (00:22:40 - 00:23:10)
Character mistake: When Rose thinks Mickey is dead, she says she'll have to tell his mother. But in Rise of the Cybermen in Series 2, she says that Mickey's mother has been dead since he was a child. (00:30:17)
Character mistake: When the news broadcast on the destruction of Henrik's is shown, the chyron misspells the store's name as "Henrick's." (00:07:50)
Revealing mistake: There are some moments during the scene where the Doctor is being strangled by the Auton arm where it's fairly obvious that Christopher Eccleston is holding the arm to his own throat. Namely, the moments where the hand isn't quite in the right position, slipping towards his chin. (00:12:47)
Continuity mistake: When the Doctor pulls the arm off the Auton and tosses it to Rose, the arm is bent at the elbow and solid plastic, with a smooth, clean break. Later, particularly noticeable when Rose has left the department store, the arm is hollow, with an unbent elbow and a jagged break. The arm continues to change between the two appearances for the rest of its screentime. (00:07:08)
Other mistake: When Mickey is trying to pull away from the trash bin, you can see his shadow on the front of his car, but the sun is shining from behind him and the car.
Revealing mistake: Most of the time, the eyes of the dummies are molded and opaque. But in the mall, there are small holes in the eyes.
Continuity mistake: After the Doctor freezes the Auton arm, its index and middle fingers are curled, while its ring and pinky fingers are straightened. When the Doctor and Rose are in the stairwell, most noticeable when they emerge at the bottom, the fingers of the arm are now all slightly curled.
Continuity mistake: The Doctor pulls the arm off Rose, deactivates it, and the fourth and fifth fingers are the last to stop moving. When the angle changes, the first two fingers are the last to stop.
Continuity mistake: When Rose is telling Auton Mickey that she thinks they should stay away from the Doctor because he's dangerous, a lock of her hair in front of her face tucks itself behind her ear when the shot changes to a close-up. (00:24:42)
Continuity mistake: During Mickey's struggle with the plastic trash bin, the angles of sunlight and shadows keep changing between shots. (00:22:20 - 00:23:20)
Revealing mistake: When the Doctor fires a champagne cork into Auton-Mickey's head, the lack of spraying or leaking wine, even when the Doctor is seen holding the open bottle horizontally immediately afterwards, makes it quite clear that the champagne bottle is actually empty. (00:25:23)
Continuity mistake: The Auton in the red shirt is seen starting to come down the escalator, then at a quarter of the way down, then at the top again, just starting down. (00:38:22)
Revealing mistake: In the underground scene in the Nestene lair, the CGI used to create the Nestene is horrendous. And in a shot from behind the Doctor, the Nestene looks like a whole bunch of orange pixels.
Chosen answer: The Master knows that deep down, he deserves death for the crimes that he's committed throughout his life, and since he regards The Doctor as his arch-foe, he expects it to be at his hands. The fact that The Doctor is still willing to forgive him for all of his crimes hurts him more deeply than death would.
Captain Defenestrator