Loose Threads:

Why did the Morgendorffers move in the first place? And why to Lawndale?

Who stole the bake-sale money from the office? Could it be the same person who later breaks into alt.lawndale.com and Cafe Lawndale in "Cafe Disaffecto"?

Did the Principal ever catch the person that stole the bakesale money?

Has Daria really taken Rorschach tests before? If she did, why?

Notables:

The Morgandorffers really like lasagna.

For Jane to have taken the class six times, it must be run at least three times a year, unless she also had to take it in Junior High.

Daria seems really happy when tormenting her family at Pizza Forest.

The guy sitting behind Daria in history class has the same tattoo Trent does.

When Helen is on the phone about the psychology test, there's a daily wall-callender behind her, showing the date as May something (11th I think).

Daria asks to borrow either car, but is flatly refused. When do we get to see the other car?

There's only five students the self-esteem class, but Mr. O'Neill still can't remember their names.

Mistakes:

In the opening scene, Jake's seatbelt is missing for one part right before he drops off Daria and Quinn.

The picture of one of the posters in the psychologist's office (the one with the duck), is blank for one part of the scene.

The rubic's cube on the counsellor's desk has two orange middle squares. There can only be one middle square of each color in a normal cube.
This is Easily explained.
There are two ways to solve a Rubik's cube:
1. peeling, obviously the peeling of the stickers and (an attempt of) reapplying them in the correct order.
2. disassembly, taking the layers of plastic sections apart and reassembling them in the correct positions. (does not work if the cube has previously been peeled and given up on)
(people who actually "solve" Rubik's Cube have far too much free time and belong on an episode of SSW)
Stu

When Daria explains Manifest Destiny, there's a close-up of her that doesn't show most of the students that the wide-shots show sitting behind her. When Mr. DeMartino yells at her to stop showing off, the close-up shows no one behind her.
This also happens again later in Mr. O'Neill's self-esteem class, when he challenges them to make a day-dream a reality.

When Helen gets up to answer the phone call about Daria's low self-esteem something interesting happens. The phone is in the kitchen to the right of Quinn's left shoulder (when Quinn is 'facing' the camera), thus Helen should be visible over her left shoulder when we get the shot of Quinn jumping up to protest that the psych exam wasn't supposed to be graded. However, Helen is not visible. There might be just enough room for her to stand by the phone and not be in the frame, but she'd have to be flattening herself against the cabinets.

It's never mentioned exactly what month it is when Daria and Quinn enter Lawndale High. You would assume that its September, as there are a bunch of other students there at Principal Li's orientation (which is followed by the "ink blot" scene with Mrs. Manson. However, in the scene in which Helen is called by the guidance department, the calendar near the phone reads, "May" which would place this episode near the very end of the school year.

When the guy is hitting on Quinn, they're shown standing right next to a door and a hallway, but when Daria and Jane walk by they're in the middle of a row of lockers. In the next shot they're back by the door and hallway.

Double Meanings:

When Daria insults Quinn for saying she's an only child, Quinn responds with "How'd you like to have a sister with a.. a thing?" Of course, from Daria's point of view, she does.