The G-Meister
Giga Slime
While @GoodStuff and I were trying to do some multiplayer, I managed to... well... get this arrow up on the screen, simply by doing nothing. I selected to join his game, and like most of the attempts we made, I got the slightly darker screen for 10 seconds, then it fades back to normal... But while it was fading, this popped up, and started acting as a watermark no matter where I went in the menu. Disappeared after joining and leaving a singleplayer game. Might wanna pop this onto your "List of unimportant bugs to tackle at a later date"