Simple exit to "downloading don't turn off target " downloading mode As a curious newbie I went into downloading mode in my Samsung Galaxy S3 by pressing Vol down+center Home+power button. After that I got options to press Vol up key to continue and Vol down key to cancel. Out of sheer curiosity and thinking I can exit anytime I pressed Vol up key and the very infamous "downloading do not turn off" screen sits with the green Android logo.

All this was done without any cable attached to my computer since I don't want to root or flash my ROM. I just was curious as to what happens next. Now the screen just waited for Odin to connect, however I did not since after connecting I am unsure if there is no direct exit option from Odin without flashing ROM and not doing anything (in other words a simple exit from Odin with no rooting and no flashing and nothing happens).

Next I tried to go into recovery mode and tried all combinations of keys to exit this "downloading" mode but I failed. The power naturally went down as I was reading through many help articles and I put in another battery and now the phone doesn't turn on at all now; there is no reaction and it does not go into recovery mode either. Now I am in a soup as I want my photos and messages to be recovered (no external SD storage used) 

I wish to know:


If I do manage to go into recovery mode, then selecting option "reboot system now" will simply reboot my system and phone will work?
If this does not work then does recovery mode option, "wipe cache partition" delete all user photos and messages? (I am absolutely sure factory reset option does delete all user data.) 
If my phone waits on "downloading don't turn off target screen", then how do I simply exit this mode? Should I connect to Odin (highly risky) and exit? (I don't know what will happen.) Does connecting to Odin necessarily mean that I have to flash my ROM?
I enquired and found some answers to this problem.  

1) If you press the exit button in the recovery menu, the phone will reboot and regular app screen should be seen.

2) as answered earlier wipe cache does not delete user data, (only system cache files are deleted)

3) to exit the download mode (when not flashing anything to the device) is to either pull the battery or long press the power button (which simulates a battery pull).

Anyways what I did was take the device to support center and they told that IC power chip needs to be changed and was charged abt 27$ or so. No data was deleted at all.

Thanks to everyone who helped and especially Golfdriver97.