There are 3 readers, probably only pdf reader has a toolbar. I do not use the other two. So, I guess, that if toolbar disapears you use type of document that is openned by one of two others readers.
Also might be possible, if this happens in pdf reader, that you somehow entered fullscreen mode (statusbar with toolbar buttons is hidden). It used to be possible to go to fullscreen, than it was not possible in some firmwares and now it is possible again (or will be in future firmware release - I am not sure right now)
"This book will be closed. Are you sure?". It was introduced, because it was anoying if one pressed Escape instead of Menu and unintentionaly left the document...
You do not need to use a pen for confirmation. Pressing OK (press 4-way switch) will do the same job.