Loose Threads:

Who is this "lonely exchange student" Brittany mentions? And since when does Lawndale accept them?

Where did Quinn learn the word "Shenanigans"?

Notables:

When Daria is dealing for the software, the clock shows 8:15.

Goya is considered the father of Modern Art, and was a social satirist. The death, destruction and brutality Jane mentions is very much highlighted by his "black paintings."

Orpheus is a character from Greek mythology. He is son of the muse Calliope, and a musical genius.

"Orpheus in the Underworld" is also an operetta by Jacques Offenbach, which is a satirical spoof of mythology, the state, and humanity.

DeWitt Clinton was the notoriously corrupt governor of New York who is credited with inventing the spoils system.

The Fashion Club members are all having a diet soda and a single rice-cake for lunch in the second Fashion Lunch Scene.

The cliché Quinn was hunting for was "when you get thrown off a horse you have to get right back on it." You only shoot horses when they do something like break a leg (one of theirs, not yours).

Quinn's "That's how we do it in America, Comrade" was a fairly obvious reference to the old USSR. One of the stories that became fairly popular was that of female Soviet spies who'd act, well, rather like Quinn in order to get US secrets.

Daria's comment about "The Angry Villagers" is a reference to a staple in certain types of stories, where "The Angry Villagers", generally armed with scythes and pitchforks and torches, storm the Mad/Evil Baron/King/Scientist's fortress/castle/lab. (by the clock, TAV are confronting Mr. DeMartino around 3)

The cheese on the pizza is very stringy, which is probably a "Lady and the Tramp" style reference to the romantic quality of food.

Ms. Barch runs the "Take Back the Night Women's Self-Defense Club"

Daria appears to be going in to Yearbook at 10:20

Mistakes:

When Jodie first talks to Daria, Andrea is walking towards them and should pass in-between them and the camera, but when the scene closes in she disappears.

They don't unwrap the gum before they chew it. This is also the first time we ever see anyone in the show chew gum.

On the double date, the car passes by the same building a couple of times.

The entire VR Castle game. And most of the plot. Oh, and the ending.

Double Meanings:

When the Fashion Club is talking about confronting Daria, Sandi says that as President of the Fashion Club she can be kind of intimidating. Quinn responds "Oh, you're definitely scary, Sandi." If it had been someone like Daria or Jane making that remark, they would have meant it a far different way that Quinn likely did.