On VM startup, I'm warned about Debug mode and adding Tools but when entering full screen mode (via the menu) option, I don't get a warning on how to get out of this mode.
I have a virtual screen utility which allowed me to switch to another desktop, where I found the key combination is cmd-return, but it would be nice to add a warning on entering full-screen mode about how to get out with the check box to disable the messasge later.
Note that the full screen mode in Fusion is just like the full screen mode in VMware Player (Windows and Linux). As such,
1) If you bring your mouse to the top of the screen, the Fusion application menu will slide down and you can get out of full screen mode through it.
2) We could make things more discoverable by doing what we do in Player: pin the menu down initially, and display a tooltip explaining how to get out of this mode.