The holy grail of running a roleplaying game is immersion. You want your players to be so engrossed in the setting and their characters that they forget they're playing a game. Ideally so much so that if any metagame issues arise, they interpret them within the framework of the game.
For example, if you're speaking in character as a certain NPC, and you slip up and call another NPC by the wrong name, the players could interpret that as a clue that the two different people are one and the same, running some sort of secret identity con. Or if you slip up on a piece of background lore, the players might latch onto it as some significant piece of attempted misdirection by someone, thus prompting them to investigate further.
If this sort of thing happens in your game, and the players fixate on something that you realise you said in error - don't correct them! Just let them run with it and see where it leads. Afterwards they'll think you're the most brilliant adventure plotter and subtle clue dropper ever.
Luke: So we've defeated the villain? The adventure's over?
GM: There was that whole thing on Endor about the missing—
C-3PO: Yes! Except for the ominous rumblings that Nute Gunray is back.
Chewbacca: How did you work it out?
R2-D2: The clues were right in front of us. A whole bunch of so-called "clones" who look nothing like the originals.
Chewbacca: They could have been... defective.
R2-D2: On Kamino? A planet renowned for its cloning technology?
R2-D2: It's so obvious that something else was going on. Something deeper and more sinister.
GM: And not that I was improvising by the seat of my pants?
R2-D2: That... never occurred to me.
GM: Thank you.