Android Police reports that inserting the S-Pen updside down into the new Galaxy Note 5 can cause the stylus to snag on an internal mechanism, potentially damaging the device when forcibly removed:
On the Note 5, inserting the S Pen the wrong way provides exactly as much resistance as inserting it the right way. Which is to say: basically none at all. Once you insert the pen far enough in the wrong direction (again, which causes no strange resistance or feel than putting it in the right way), it will get stuck. It doesn't even have to "click" in. At this point, of course, you will panic. And you will try to get it out - and most likely, you'll succeed. The problem is that if you do succeed, there's a very real possibility you'll break whatever mechanism the device uses to detect whether the pen is attached or detached from the phone. Which is exactly what happened to our review unit.
Note that Samsung for now is going with the always crowd pleasing RTFM response:
We highly recommend our Galaxy Note5 users follow the instructions in the user guide to ensure there are no issues.
This is Samsung, so it seems unlikely that this rises to #pengate status, but if this were Apple...