So many little, throwaway gags and visuals adding up to the twist ending. Such as the Annie lookalike in one episode. The Annie of the future sports her hair color and style. Or the multiple references to rocket ships being young Sam's favorite toys. Very innocuous, but makes sense when he grows up to be an astronaut. Or the covers of Time and Life magazines sporting space-themed visuals. The list goes on and on.
When the Aries Project craft lands and the door opens, all of the astronauts are holding hands. It's pretty obvious they intend to debark all at the same time, so everyone shares the "first person to set their foot on Mars" title.
Fridge Logic: Wait, so Sam was originally in a 2008 simulation that was much like current cop shows, right down to him being the main cop on apparently every case. So in a way wouldn't the mere fact that Sam was the center of the universe even in 2008 been a good clue he was basically in a neural-Video Game, as opposed to the just-another-guy position of Sam in the Mars mission?
Not really, since he was programmed to think it was a reality. He couldn't be expected to think there was anything wrong in his reality as a cop.