Henry and Anne of Cleves' wedding night is fiction. For one, she never learned how to play his favorite card games; secondly, he was so repulsed by her, he never attempted to consummate the marriage.
Anne of Cleves spoke only German when she arrived in England. In fact, despite her rank, she received little formal education, and did not share Henry's passion for books, music, and the arts.
Henry and Anne did first meet at Rochester, but the meeting depicted is fiction. According to Eustace Chapuys, Imperial ambassador to England, Henry "came secretly to Rochester" in disguise, and embraced Anne. But, not knowing who he was, she "regarded him little". Henry then went into another room, removed his disguise, and re-entered. Recognizing him, Anne "humbled herself lowly to the King's Majesty, and His Grace saluted her again, and they talked together lovingly".
When Henry and Charles are discussing Henry going to see Anne of Cleves for the first time you cam here birds in the distance. However she came in January so its not likely that there would be birds around to make noise.
The older man who came with Charles Brandon to Calais to meet Anne of Cleves is named Lord Lisle. Thus however could not have been the case because that was one of Charles Brandon's titles given to him when he was betrothed to Elizabeth Grey before his marriage to Princess Mary.
In the opening scene Cromwell instructs Holbein he must send him to paint a portrait of the Duke of Cleves daughter when it has already been established that it is the Duke's sister and not his daughter.
The watchmen looking out for enemy ships in the English Channel spot the Imperial fleet through a telescope. Telescopes weren't invented until the last decade of the sixteenth century, at least fifty years after the events depicted here.
The title of the episode Protestant Anne of Cleves is not correct. She was not a Protestant. Her father and brother were, but her mother was Catholic and raised her and her sister in that faith.