Recently there were some cases where users had problems with color modes:

("Why does my green brush only paint blue?", "Why is the alpha channel of my png displayed black in some other software?" etc.) 

In my opinion there are two options to make life a little easier for people with this kind of problems: 

1. The more complex one: When indexed mode is selected, restrict the options you have for color selecting etc. - eg. lock (and probably hide) the color wheel and only allow the user to select colors from the used palette. This should also be explained in some way - and this is where option two comes into play:

2. The simpler solution (or an addition to 1.): Add some kind of prominent warning when editing an image in indexed mode (Maybe switch it off when the image is a gif). A sample text could be: "You are editing this image in indexed color mode. This will restrict you to the colors from the palette, embedded in this image. The color mode can be changed in the 'Image' submenu." Imho the different text in the window title we have right now is not really that noticeable.