Tywin refers to the Hill tribes, who reside at the Vale of Arryn, as "wildlings." The term "wildlings" (also "Free Folk") refers only to the people who live north of the Wall, not generally to people who are primitive and savage.
Maester Aemon says that his father was King Maekar Targaryen, who was succeeded by Aemon's brother Aegon V ("the Unlikely"), who was eventually succeeded by his son Aerys II ("the Mad King"). Actually, Aerys was Aegon's grandson; therefore, Aerys was Aemon's great-nephew, not his nephew.
In The Pointy End (2011), Robb told Catelyn that he rallied 18,000 men; in this episode, Catelyn tells Walder Frey "If you could climb your own battlements, you would see that he [Robb] has 20,000 men outside your walls." This is not an error: as revealed later, Catelyn deliberately increased the number of troops in order to scare Lord Frey into allowing the Starks' host pass the river.
Robb comments about the intercepted raven message "It's a birthday message to his [Lord Frey's] grand-niece Walda." The correct Westerosi term is "nameday," not "birthday."