One possible goof:
When Leonard is talking(narrating the insurance story) to the supposed Cop on the phone he happened to see a note on his arm saying “never talk on the phone ” and cuts the phone but after when the Cop sends him a letter and calls again he laments for some time about his condition whereby questioning him why he’s calling as one can’t believe him owing to his condition. And then starts narrating the insurance story right after he left in his last disconnected call.
The point here is how come he remembered where he left.
Yeah one may say that the time may be short and could have not broken the continuity of the scene thereby making him remember where he left.
But that time was fairly large than the other incidents(like Natalie tricking him after he hit her or In the end when leonard writes his note and then stops outside the Tattoo shop etc).
ps: Anyway i guess i will watch the movie again in a few days.