Due to the lack of many actors, Bill Murray and Rodney Dangerfield end up playing multiple characters. That wouldn't be so odd if they stayed in the same character for each sketch, but no, often they will switch mid-sketch.
For example, in one skit, Rodney wants to make it on Broadway as a dancer, so he auditions with a really bad dance number. Cut to the producers and directors who are watching Rodney... and who are ALSO played by Rodney! It's very surreal.
In another sketch, Rodney is the co-owner of a nightclub. Bill Murray appears multiple times, as a waiter, as a chef in the kitchen, and as Rodney's partner in business. I feel like saying, "Hey, you look familiar!", but strangely Rodney never lampshades this.
To get the idea of this, try to imagine if Saturday Night Live was only four cast members.
2) Aretha Franklin. She's a talented singer but she honestly seemed out of place this special. Yes, she sings "Respect", which is related to Rodney's catchphrase, but both times that she appears and sings, it brings the comedy to a halt.
The special's still worth a watch, because Rodney's stand-up at the beginning is gold, and he does a good job in the skits.