[Tuor of Gondolin]

This is not technically a mistake, but it's at least a surprising overlooked consideration by Tolkien. I don't believe he gives anywhere the names of Arwen and Aragorn's daughters. Surprising, given the well-known basis of Middle-earth in linguistics, and the way he could have worked in references, derivations, etc. to elves and humans throughout the three ages, perhaps even an allusion to Melian.

(And another bit I found irritating in the movies. Why couldn't all three children have been shown there, might have been rather cute?)