Apparently this is some beginner\'s question (and that I am) but it\'s driving me crazy and I couldn\'t find any mention:
I Occasionally forget to exit P
Other Unity coders have had this problem before me and they came up with a neat solution. Setting the UI to a different colour while in playmode "Playmode tint".
You can read the details here (originally posted 2009 but I have checked it still works in latest Unity 5.3):
http://answers.unity3d.com/questions/9159/best-strategies-for-not-accidently-editing-whilst.html