When Aetius first displays the Roman legions to Attila, the soldiers are clearly marching out of step with the beat of the drums. Also, at the wedding of Attila and Ildico, the beat of the music is very much out of sync with the dancing and hand-clapping.
Aetius tells the Emperor he will take the 3rd Legion north into Gaul. During the march, during the battle, and later during the victory parade back in Rome, all the Legion's standards say "20th Legion" in Latin.
When Attila has killed his brother in a duel, he claims N'Kara and goes raiding villages. If you look closely, you can see that he's already carrying the 'sword of the war god', although at that point of the story he hasn't found it yet. He finds it later, after N'Kara has died giving birth.
Attila did not kill his brother Bleda in a duel a day after his supposed coronation as King of the Huns, as depicted in the film. Nor did Attila become king after his brother's death. Historically, after the death of their uncle, King Roas, in 434, both Attila and Bleda shared the Hunnish throne until Attila killed his brother in 445.
In the party scene where Aetius is showing off Rome to Attila, one can see a woman with her back to us reveal herself to a man and woman. Despite her veil, one can see her thong underwear. This type of underwear is a 20th century innovation.
General Felix shouldn't have been in the movie at all because he was long dead in the time in which the movie is set. He was murdered in 430 A.D. on the orders of Aetius, many years before Attila became a threat.
The clothes the Romans are wearing are not consistent with the time period. By the mid 5th century A.D., the Romans were beginning to wear dull and coarse clothing. The clothes the Romans are depicted wearing throughout the miniseries are typical of the early Empire (29 B.C. to 196 A.D.).
In the battle against the Visigoths, you can see that the soldiers carrying the standards of the Roman legion are positioned in the front lines. No Roman general would have put them there, because it would make them far too easy a target for enemy archers, skirmishers and infantry, especially since the standard bearers couldn't carry shields. Standard bearers (signiferes) were usually positioned behind the column of soldiers.