Misconception: The nations are a secret kept from the public.

Canon: The nations are well-known to the public. Their
existence isn’t a secret.

Misconception: The nations can speak all languages and
inherently understand each other.

Canon: There is a general meta language that they all understand but will still sometimes need translators during first meetings [x].

Thank you to @jammerlea for bringing the former point to my attention [x].

Misconception: “Flying Mint Bunny” and “Gilbird(s).”

Reality: These are fanon names. Both pets haven’t been given
an official name.

Misconception: Holy Rome died immediately after his dissolution.

Reality: He didn’t die right away and instead sought refuge in
Prussia’s home. To this day, his death has never been seen or confirmed [x].

Even in the deleted strip—not to be taken as canon—where France informs
Italy that Holy Rome is “no more” leaves things vague and open-ended.