Continuity mistake: The grown up Billy in the end of the movie has brown eyes where as Jamie Bell's (Billy's) eyes are blue.
Continuity mistake: When Billy Elliot is looking for Mrs Wilkinson's house he is wearing his school bag over his shoulder. When, later, he gets out of the car he no longer has it with him.
Continuity mistake: When Jackie is inside the bus leading to the mine, an egg hits his window, but when the bus is viewed from outside, the window is clean.
Continuity mistake: When Billy punches the other boy in the Ballet School after his audition, he hits the boy's face on the left side, but the boy grips his right side after falling down.
Continuity mistake: When Billy crosses the road and says goodbye to Mrs. Wilkinson's daughter, she is standing in front of a giant advert poster. A police van drives past, and when it leaves the scene again, the girl isn't there any more. With the van covering her for not even one second, she could never walk away in this short time.
Suggested correction: I'm not sure if this can (or should) be classified as a "continuity error" in that the sudden "vanishing" is meant to be movie magic or part of the entertainment (as opposed to trying to give the impression that the girl was actually physically able to board the bus or walk away that quickly). I've seen this same type of "disappearance" in several movies and believe it is part of the "comedy" (and "Billy Elliot is classified as a comedy, although it is hardly the "LOL" type).
Continuity mistake: When Mrs. Wilkinson goes to Billy's place to talk to his dad, he goes on a frenzy in the loo. The toilet paper on the floor changes positions between the wide and close-up shots.
Continuity mistake: When Billy goes to the gym and shows Mrs. Wilkinson his mom's letter, she raises her right arm holding a cigarette. From the opposite angle it's lowered.
Continuity mistake: During the pillow fight, the amount of feathers on Billy and the girl are not continuous between shots, especially when Billy's back is covered in feathers and he bends forwards towards her.