you shouldn't drop stuff you're not willing to lose. 

Items drop when you place it into a window that doesn't accept the item.  The item should only drop if you drop it on the ground/game world.  If a window doesn't accept an item, it should return it to your inventory at least.  This is why dropping needs to be changed a little, it's always not intentional

My story is:  I finally got enough to get a pick, mine gold, and then sold my first haul.  While waiting for my mental stamina to regenerate, I bought glyphs.  While mining, I was playing around with glyphs trying to load it into my spellbook.  I tried to "drop" the air glyph onto the spellbook window, and it dropped to the floor.  I immediately saw it wasn't in my inventory, closed the two windows, right click on the glyph on the ground, and it had disappeared already, meaning someone else picked it up in the crowd of miners.  That was maybe 3 seconds or 4 seconds elapsed time.  After that I figured out there's a button for glyphs in the spellbook.

I realize it's a newbie mistake (I started today), and I shouldn't have been testing things out in a crowd, but still.  If a newbie like me didn't have my father as a miner, and had lost something that they were trying to figure out how to use and had just bought with their hard earned money from hours of rat killing, they wouldn't bounce back as quickly as me.  At least for me, it was maybe a 5 minute mistake at most.