Revealing mistake: When Robin Hood comes up behind the Doctor to push him into the water, it's obviously a stunt double with a bad wig.
Continuity mistake: When Marian attempts to defend a man who's collapsed from exhaustion from the robot knights, when the knight says "Analysis suggests the peasant-creature is spent", the man goes from sitting up to bent over between shots. (00:17:53)
Revealing mistake: When the old man is stabbed, the sword is retracted and we can see there is no blood visible on the sword. This is visible even before the blood is wiped off. (00:06:55)
Continuity mistake: When Clara exits the TARDIS in Sherwood Forest for the first time, she closes the door. Shortly thereafter, when Robin draws his sword on the Doctor, the door has opened itself. (00:04:24)
Continuity mistake: When Robin Hood has finished introducing the merry men to the Doctor and Clara, Clara says "You really are Robin Hood and his merry men" and she is shown with her arms parted away from each other. In the next shot, her arms are suddenly closer to her. Then in the next shot, her hands are now closed together. (00:08:25)
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