Character mistake: When Chief Wiggum shows up to arrest Nelson during the game at the end of the episode, Bart goes with Wiggum instead while pretending to be Nelson. Even a cop as incompetent as Chief Wiggum would not have mistaken Bart for Nelson since he'd had numerous dealings with both before this episode; Wiggum may not be particularly bright, but he knows who's who in Springfield.
Suggested correction: Not really a mistake for this show in particular. Characters like Homer, Bart, Chief Wiggum, Grampa and others are deliberately written to be on a sliding scale of stupidity, pretty much exclusively for the benefit of whatever joke the show is telling.
Character mistake: When Martin Prince supposedly represents Finland's culture for their recreation of the U.N at the Model U.N. Club Martin's outfit is not in fact a Finnish national costume. The outfit he is wearing actually resembles a traditional Sámi outfit. The Sámi people are the indigenous people living in Northern Europe. The specific style of Martin's outfit has characteristics that are more typical to the Sámi on the Swedish side of Sápmi. (00:02:15)