Chandler left the girls' apartment and the door closed. He then came in to announce that Underdog got away without needing a key, so obviously, the door wasn't locked. When everyone ran out to see Underdog, they came back and the door was locked, when it wasn't locked just minutes before.
In The One with the East German Laundry Detergent (1994), Monica tells the story about the Underdog balloon that got away during the parade, but it didn't actually happen until now. The rarity of the event is mentioned, making it unlikely that it already happened.
As Chandler makes speech about how grateful he is that everyone's Thanksgiving Day plans fell apart so that they could be together, his wine glass suddenly switches from his right hand to his left as the gang all clinked their glasses.
While Ross is singing to Carol's belly, he feels the baby kick and she says that was the first time the baby kicked. The first few times the baby kicks, only the mother can feel it because the fetus is still small. Others can only feel the baby kick during the last trimester, months after the mother has been feeling it kick for a while.
The Underdog balloon was last used in the Macy's Thanksgiving Day parade in 1984, ten years before this episode aired.
After the food is burned/ruined, the Friends are all sitting in front of the TV watching skiing. When Monica turns off the TV, you can clearly see two individuals in the reflection. According to the placement of the actors sitting in the room and the clothing that they are wearing, these two individuals are not any of the actors. One is in a white shirt and tie, and the other is in an all dark outfit. Moreover, the armchair in which Monica is sitting is empty in the reflection on the TV.
When Joey comes into Central Perk to see the gang laughing about his poster, the edge of the set and the camera can be seen behind Ross.