Add Warning or new site on Blueprint Preview button
When using Playground, it offers a link to the Blueprint gallery and the middle pane open with a list of available blueprints. When clicking on the Preview button, that current Playground instance will be overwritten with a new one following the blueprint from the Gallery. That is quite surprising and could cause some problems when the user was already exploring WordPress with the previous instance and all the changes made would be gone, without a fair warning.
Possible wording: "Are you sure you want to override your current work with the new Playground instance following the blueprint? "
Another possible way would be to open a new site with the blueprint preview button and automatically save the current temporary site.