This slip-up occurs during Season 1, episode 8, titled "Three's A Crowd".

About 15 minutes into the show, Carrie and Mr. Big are having an intimate moment in bed. Carrie starts thinking about Barbara (Mr. Big's ex wife) and quickly turns away from Mr. Big. He then turns toward her and asks if she's ok. Notice the sheet. First it's between them, then it's near her elbow and laying right across them. Then the sheet moves up toward her shoulder and back down again. It continues to do this throughout the scene.