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In development you will often integrate or implement a feature gradually, and repeatedly test whether it is working properly. Unity offers two modes: Edit (for developing) and Play (for testing).
Edit mode means that you are able to perform changes, like writing scripts, adding game objects to a Scene, and so on. This mode is represented by a black Play button icon.
When you are in Edit mode, your game will not be running (except for the scripts made specifically for Edit mode), so you are able to perform changes and then save them permanently.
Play mode means to execute the game. This mode is represented by a blue Play button icon. This feature is extremely useful for testing as you will not have to make a separate build. Simply click Play in the Toolbar to try out your changes.
When in Play mode, all windows will change to a darker skin (unless you have chosen a custom color). Return to Edit mode by pressing Play once again.
All changes you perform in Play mode will be reverted when you exit Play mode. This allows you to experiment with features or mechanics in runtime without any risk, as you can simply exit Play mode to get everything reverted to how it was.
Whenever you click Play, the game will be executed in the Game View. In the default layout, the Game View is hidden behind the Scene view, but will automatically appear once pressing Play.
With the ability to quickly jump between Play mode and Edit mode, you can quickly make changes or implement new features, click Play, and then immediately verify your work.