Character mistake: In the opening scene, Sherlock makes a point to correct Barry's poor grammar. But later, when talking to Watson, Sherlock uses poor grammar by saying "who's sleeping with who." It should be "who's sleeping with whom." Not a mistake Sherlock would make.
Factual error: In a couple of scenes with the mobile phone when Sherlock is talking to the girl and she hangs up, the soundtrack has a audible "dial tone" inserted. Mobile phones don't have dial tones.
Character mistake: Lestrade mentions that there could be some "poor sod covered with semtex on the streets somewhere" when talking about Moriarty's victims, but semtex does not go off via gunshot, much like C4. But that is what happens when one of the victims dies however, so the explosives are not semtex.
Suggested correction: The term "Semtex" is often used to refer to any plastic explosives, much like the term "Hoover" for a vacuum cleaner or "Kleenex" for a tissue.
But that doesn't negate the mistake.
Continuity mistake: When Sherlock pulls the gun on Moriarty in the pool scene, he is holding it with two hands but then puts one hand down. In the next shot, he has two hands on the gun again. Then again in the next shot he only has one hand on the gun.
