I just set up a new Raspberry Pi and it came preloaded with Minecraft Pi.
I opened up the game just to see how it works. I then wanted to exit the game but it would only take me back to the title screen.
I'm not familiar at all with this OS so I tried all the windows shortcuts I know: Ctrl+Alt+Delete, Alt+Tab, Esc, nothing worked. The game was in full screen but there wasn't an "x" to exit the screen. I had to just pull the plug and plug it back in to get back to the desktop... terrible I know, but I seriously don't know what I'm doing wrong.