When Kelly approaches the porch of the house with the room for rent, she picks up the newspaper and hands it to the landlady who has opened the door. The newspaper, as picked up by Kelly, is snugly rolled up and bound with a rubber band, but in the next frame, taken from inside as we see landlady and Kelly come through the door, the newspaper in the landlady's hand is not a rolled up paper, but one that is simply folded in half.
When the landlady is showing Kelly her room--the one with "Charlie"--she calls her Miss Kelly, despite the fact that Kelly hadn't yet said her name.... The film follows Kelly as she starts to follow the landlady upstairs, then there is a new shot as they enter the room, therefore there was a small gap of time, ample for Kelly to have introduced herself.
When Kelly first arrives to town, she walks past a theatre, and Fuller takes the chance to promote his own 'Shock Corridor (1963)' as if being projected there. However, the action takes place in August 12th 1963, whereas the movie wouldn't be released till September 11th.
If you play the opening sequence in slow-motion, a man wearing dark glasses can be seen pulling off Kelly's wig (it's director Samuel Fuller).
Kelly mispronounces the name of the German writer Goethe as "Go-thuh". The correct pronunciation is closer to "Ger-tuh".