> in Python's console, if you hit "q" or escape or ctrl-C or something, you get an error message like the 'source :rubygems' error message, which says "hit ctrl-D to escape."

Ah, I think I know what you're talking about. I wasn't using Python back then, and I know exit() was added after that (the only way to leave the console before that was to Ctrl-D), but when you type "exit" in the console, Python responds:

    Use exit() or Ctrl-D (i.e. EOF) to exit

This bugs countless Python devs, myself included. It wouldn't be so bad if the console had no idea what "exit" was and responded with a NameError, but the fact that it realizes what you were trying to do but tells you to do something else inconsequentially different is a minor annoyance.