I usually just click the little Picture-in-Picture window on the Character screen or others to get back to the game.
As Gazoinks said, pressing the keyboard shortcut for the particular window you're in should get rid of that window as well.
Eg if you're in Character screen, press C to return.
If in Logbook, press L.
Or just doubletap C to bring up Char screen then quickly get rid of it again.
I usually just doubletap C as well, because I always forget L is logbook (I always think J for Journal) and I don't know what Map is, apparently not M. Didn't know you could click on the litle Playervision(tm) thingy as well.