Dean is telling Sam about two "freaky" deaths that occurred in Prosperity, Indiana over the last two weeks. The online article about the first victim, Carl Dunlap, describes the victim's death as being from "hypothalmia", which is not a real term, perhaps the writers meant "hypothermia". Both the next line, and Dean, elaborates that the victim "boiled to death in a hot tub." The correct term should've been either "hyperthermia", a higher than normal body temperature (100.9 °F or above), or even more accurately "hyperpyrexia", the clinical term for dangerously high body temperature (above 105.8 °F). Hypothermia is the clinical term for abnormally low body temperature (below 95.0 °F).
During the final argument, Don makes an insinuation that Maggie slept with Christopher Columbus, and she responds that she felt sorry for him because "he could have fallen off the end of the world". Contrary to popular belief, in 1492 nobody believed that the earth was flat anymore.
When Dewey Stevens is being shot by the nail gun he is shown pinned against the back of the port-a-john with the nail heads visible and several inches sticking out the back dripping blood, however the nail gun would not have had nails long enough to go all the way through his body and stick into the wall as is shown, they would have had to be over a foot in length.
After Dewey Stevens is killed via nail gun an officer states "We're still trying to figure out where they plugged in the nail gun". The nail gun is powered by air and plugged into the air compressor, it is the air compressor that was unplugged and required electricity not the nail gun.
Nail gun seemed to shoot a mix of regular hammered nails with flat heads and smooth nails with no heads. A nail gun cannot do this.