Whoops!: In season 1, episode 6, Joan implies to Peggy that she need not personally thank Don for her new copywriting gig by motioning to her own comely face and remarking, "You know what they say, the medium is the message." A clever reference, for sure, but rather unfortunately anachronistic; they didn't start saying this until four years later, after it was coined by Marshall McLuhan in his renowned 1964 book Understanding Media.
(At last, our advanced degree in American media and culture pays off. Makes the tens of thousands of dollars in student loan debt totally worth it. Yep.)