I love my Kindle! I'm currently reading H. P. Lovecraft's short stories during my lunch breaks. The Kindle is lightweight, attractive, easy to use, and easy on the eyes.
There is one design flaw, however. To move the cursor, you press on the tiny edges of a square cursor movement button. I use my thumbnail to do this. It could be easier, but that's not my complaint. Closely below the Down Arrow edge of the cursor button is a Back key. It turns out that it's very easy to accidentally press the Back key while moving the cursor down--I've done it 3 times now. If you're in the middle of a book, this might pop you back to the list of books on the Kindle. To get back to the page you were reading, you just press the Forward key, right? Surprise! There is no Forward key!
To get back to your place in the book, you can use a Go To feature and specify a location code, which is similar to a page number. If you recognize that this puts you on text you've read recently, you can page forward until you find your place. I've started placing a bookmark on the page I'm on when I quit reading for the day. This helps, but it clutters up your list of notes and bookmarks.
Others have suggested (and I agree) that Amazon should change the Kindle software to recognize Alt+Back as "Forward". This would neatly solve the problem without a physical change.
If you have a Kindle 3 and have run into the Back key problem, please drop a note to kindle-feedback@Amazon.com and suggest that they implement the Alt+Back solution.