Turning on caps lock also turns on set-mark-command. All C- and M- moving commands from then on mark text into a region. This does not apply for the four arrow keys.
To reproduce: 1) Write some text.
2) Set caps lock to on. 3) Move around the text with C-p, C-n, M-b, M-f and other C- and M- keys for moving point.
Region is now marked despite that no C-<SPC> was pressed or otherwise set-mark-command invoked.
In GNU Emacs 184.108.40.206 (i686-pc-linux-gnu, GTK+ Version 2.12.12) of 2010-12-13 on tiger Windowing system distributor `The X.Org Foundation', version 11.0.10402000 Important settings: value of $LC_ALL: nil
value of $LC_COLLATE: nil value of $LC_CTYPE: nil value of $LC_MESSAGES: nil value of $LC_MONETARY: nil value of $LC_NUMERIC: nil value of $LC_TIME: nil value of $LANG: en_US.UTF-8 value of $XMODIFIERS: nil
locale-coding-system: utf-8-unix default enable-multibyte-characters: t
Major mode: Fundamental
Minor modes in effect: tooltip-mode: t mouse-wheel-mode: t tool-bar-mode: t menu-bar-mode: t
file-name-shadow-mode: t global-font-lock-mode: t blink-cursor-mode: t auto-composition-mode: t auto-encryption-mode: t auto-compression-mode: t line-number-mode: t transient-mark-mode: t
Recent input: M-x r e p o r t - e m <tab> <return>
Recent messages: For information about GNU Emacs and the GNU system, type C-h C-a.