With Peek, the Game window doesn't automatically gain focus when entering Play mode, like it does in vanilla Unity. This forces you to click within the Game window after hitting Play and the scene loads.
In case it makes a difference, I have a dual-monitor set up and the Game window is alone on the second monitor.
This small thing actually makes testing extremely frustrating, especially since I hide the mouse cursor when the scene loads, and with Peek it hides the mouse cursor across both monitors for some reason, so it's even harder to find the Game window and click on it.
Customer support service by UserEcho