1. During the Future scenes where the Sentinels attack the X-Men, you see Sentinels avoid Sunspot's fire blasts by turning to ice, turning to Colossus's steel skin, and then one turns into jagged rock. The shape of the rocks on its back is a direct reference to an X-Man named 'Rockslide'.
2. Sunspot is actually a combination of two characters. In the comics, he is jet black like an actual sunspot, which is how he gets his name. He also doesn't shoot fire in the flamethrower style you see in the movie. The Human Torch clone you see here is reminiscent of Sunfire, a Japanese mutant who has exactly the powers you see in the movie. However, the character in the movie is Hispanic and named Roberto, which is back to Sunspot lore again.
3. For those who don't know what's happening in the after the credits scene, it is ancient Egypt, and the crowd is chanting 'En Sabah Nur', which is Egyptian for 'the first one.' This is the name given to the man standing in front of them, who is the very first mutant. Because he has these fantastical powers, they view him as a god and make him the Pharaoh of Egypt for a time.
His codename is Apocalypse, and among his many powers are shapeshifting like Mystique, super strength like Colossus, Size manipulation (can be 3 feet tall or 13 feet tall at will), and various energy powers. I'm not really sure what's going on with the pyramid, it appears he's controlling it, but the exact extent of his powers are a mystery so they could make just about anything up and it'd fit. Also, he is ageless, so he will live through the millennia until he runs into the X-Men, he'll just be more adult. He gains a lot of his abilities from alien technology, but they'll probably just incorporate that into his mutation instead like they did with the Juggernaut.
4. Beast asks Wolverine if he's a parent when he firsts meets him, and Wolverine proclaims, "I sure hope not." In the comic he has a son he doesn't know about that has similar powers to him, this may have been a subtle reference.
5. Quicksilver tells Magneto that his mom used to know someone who could bend metal. This is a reference to the fact that Magneto really is his father. Later in the movie, Quicksilver's mother is watching TV and sees Magneto in the White House scene, and looks like she's seen a ghost.
Also, the director has said that his little sister in the house scene was not Scarlet Witch, she was upstairs at the time (there was a scene cut that the mother calls to her). The little girl could be a reference to Polaris, Magneto's third child that survived, but it's an unlikely reference as neither her hair nor her attire was green.
6. The 70's Cerebro helmet had an identical design to Havok's original suit that helped him control his power in the comics. It had 3 white stripes elevated above his cowl that combined into a point in the middle. I think it was a little too specific to be a coincidence.
7. In the comics, Wolverine goes through 2 adamantium procedures. The first one, of course, of Weapon X. But later on, Magneto rips it out. He goes on for awhile with no adamantium, and then it's put back in when Apocalypse captures him and makes him his servant. Now that the timeline is changed and it's possible Weapon X never happens... and the next movie involves Apocalypse... hmm.
8. In the comics Quicksilver is Pietro Maximoff, and he's Eastern European. Pietro is Italian for Peter. Since he is fully American in this movie, changing his name to Peter was an obvious alteration. Remember, in X3, Piotr (Peter in Russian) Rasputin (Colossus) is not implied to be RuSsian, and he's also simply called Peter.
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