Factual errors: The character of Princess Margaret is actually a composite of Henry's two sisters, Mary and Margaret. As such, there are several historical timeline inaccuracies for Princess Margaret, including dates, death and marriages.
Factual errors: Henry FitzRoy, Henry and Bessie Blount's son, did not actually die until shortly after he turned 17 years old. His mother was not married when she gave birth to him.
Factual errors: Cardinal Wolsey was not imprisoned and did not commit suicide. After being accused of treason, he set out for London to answer the charges and died en route in Leicester. Wolsey's death came in 1530, three years before the death of Henry's sister Mary; in the series, the two events are juxtaposed.
Factual errors: Thomas Wyatt is shown having an on-again/off-again relationship with Queen Catherine's lady-in-waiting. In fact, Wyatt had married Elizabeth Brooke, daughter of Thomas Brooke, 8th Baron Cobham, in 1520. However, there is historical evidence that the real Wyatt was infatuated with Anne Boleyn, as he is in the series.