In one shot, Dean walks out of an elevator which has buttons to the seventh floor. Yet every single exterior shot of the Elysian Fields shows it only has two floors.
Throughout the episode there are references to how these other gods fit into the history of mankind. Kali says "We were here first (before God & his Angels)" which Lucifer seems to validate by saying "No wonder you forfeited this planet to us". But in "The Man Who Would Be King" (S06E20) Castiel recalls seeing the earliest days of mankind's evolution & that even then the angels knew how things would play out. If Earth was forfeited to God & his Angels, where were they before that?
According to Norse mythology Odin sacrificed one of his eyes to gain wisdom, yet both eyes are shown as intact here.
Odin and Baldur would have known that Gabriel is not the norse god Loki as he claimed to be, considering all three (Odin, Baldur, Loki) are from the same mythology and related to each other.
Actors who play the gods match the origins of the respective deities (Kali looks distinctly Indian, Odin matches the looks of a stereotypical Scandinavian, Zao Shen is played by a Chinese actor etc.), yet Ganesha, a Hindu deity, is inexplicably portrayed by an actor of African, not Indian descent.
When the wall with the television set in Sam & Dean's room is smashed in from behind, the projecting "bricks" cast paper-thin shadows revealing they aren't actually bricks.
When Lucifer arrives at the Elysian Fields motel and kills many of the pagan gods in the hallway, one of the supposedly dead characters blinks (lower left-hand corner of the screen after Lucifer breaks a god's arm and the camera pans out and Lucifer walks down the hallway).
The beginning of the episode states that it takes place in Muncie, Indiana. Later on, Sam mentions that they exited off I-90. There is no I-90 near Muncie.
At the beginning of the episode, Mercury is quoted telling Sam and Dean the hotel has the "best pie in the tri-state area". A tri-state area is a city located in 3 states. Muncie, Indiana, where this episode takes place, is located in the middle of the state, approximately 1 hour from the nearest other state (Ohio)