Nucky Thompson, an Irish Catholic, makes the sign of the cross while ostensibly paying his respects to the dead Klansman. The Ku Klux Klan at that time did not allow Catholics as members nor associate with them in any way. He would not have been allowed at the funeral and most certainly would have enraged the vehemently anti-Catholic Klan members there by making the sign of the cross in front of them.
The floating bottles in the opening credits are modern plastic bottles with plastic twist off caps. Probably intentional to avoid adding broken glass to the beach other than the one broken one against the pier. Bottles in the show are glass with smooth necks and corks.
Nukky mispronounces Gloucester County (he rhymes the first syllable with cow rather than claw). Someone residing in Atlantic City, NJ, all those years would never make that mistake.