As the Marketo sandbox environment basically looks the same as the production environmtne it can be very hard to see the difference between these two. The URLs are the same and the interface looks the same. The only way of knowing is if you look at the lead database or at the stuff under Marketing Activities/Design Studio. For a newbe - or for a person that works in both environments simultaneously (in different browsers though) - it can be very difficult to see the difference, hence a risk of doing the wrong things in the wrong environment.
I've solved this by adding " - Test" to my last name so that I just need to look at the header of any page to see where I'm working, but it would ne good to have a more distinct difference between the two. Either in the URL, header or even a different <title> tag.