To create Hershel's "amputated" leg, the visual effects department has Scott Wilson wear a green sock. Wilson said acting like you don't have a leg gives you "muscles in places you didn't used to have.".
The Tattoos on Daryl's back are indeed real. They are two of Norman Reedus' demons, and he has a third one under his arm. This way he always carries his demons with him.
The zombie extras are taught to gesture wildly only when they get shot in the head.
When Daryl says they must be coming up on the "Yellow Jacket" creek, Merle tells Daryl 'I may have lost my hand, but you lost your sense of direction.'. Despite Merle's unwavering confidence and his condescension, we find out Daryl was right after the scene on the bridge when he passes a sign at the end of the bridge indicating that the water feature is in fact the "Yellow Jacket Creek". Merle's unfounded certainty is a real psychological oddity known as the "Dunning-Kruger effect". In short, the psychological studies showed that the more ignorant a person was the more certain they were that they were right. The Dunning-Kruger experiments additionally found that ignorance was positively correlated with a false belief by the subject that they were more intelligent or more knowledgeable than their peers.
No spoken dialog for the first five minutes.