In the beginning, when Tommy is filming his message to Hailey, his dialogue says: "Hey, Hailey. Day 6. We're still out near Blackwater Ridge. We're fine, keeping safe, so don't worry. Talk to you tomorrow."
But when Hailey plays the recording for Dean and Sam, the message becomes: "Hey, Hailey. Day 6. We're still out near Blackwater Ridge. We're fine, keeping safe, so don't worry, okay? Talk to you tomorrow."
At the end of the episode, Sam tells Dean, "I'm driving," and Dean tosses him the keys. However, as they're driving down the road in the final shot, it is clear that Sam is once again in the passenger seat, as his shaggy hair can be seen in silhouette through the windshield.
The brothers use Anasazi symbols to fight the Wendigo in Colorado when the tribes were actually located in the Southwest. Dean says that Wendigo are typically found in the Northeast of the country (Minnesota) and he's never heard of one as far west as Colorado.
It is stated several times that Grizzly Bears are the cause of several deaths in the area (in Colorado), and a picture of a large dead bear is shown in the Ranger's office. Grizzly Bears are not indigenous to Colorado, only American Black Bears are; a smaller, less vicious species of bear.
Sam was to attend an interview on Monday which at the end of S1E1 was 10hrs away. That night his girlfriend Jessica was murdered, which makes that night a Sunday. In S1E2, Jessica's tombstone read "January 24 1984 - November 2 2005". 2nd November 2005 was a Wednesday and not a Sunday.
The coordinates left by their father (35° 45.383°, -111, 00.55°W) actually meets in Arizona in an area south of Highway 264.
They say this episode takes place in the area around Grand Junction, but the problem is that the geography of that area is all desert, not full of trees like they implied in the episode.
When Sam wakes up and asks Dean where they are he says they are just entering Grand Junction, which is in the western part of Colorado. As another person mentioned this is all desert area, but they are driving through a forest. Then just a minute later they drive by a sign that says "entering Lost Creek Wilderness", however Grand Junction is a good 240 miles west of the Lost Creek Wilderness.
The long. and lat. coordinates are whole numbers. The distance between long. 31 and 32 is 69 miles; between lat. 111 and 112 about 53 miles. That means "31 111" would get you to an area of over 600 square miles rather than a specific spot.
When Sam and Dean first introduce themselves to Hailey, Dean says his name is Dean but the name on his ID says Samuel Cole.
Upon arriving in Colorado, while the Winchester brothers are at the ranger station gathering information, Sam states that they are natural resource majors at UC-Boulder. The school is actually known as CU-Boulder.