As a newbie, I faced the same 'problem'.
In newbie terms :
when you call plot(), the graph window gets the focus and you cannot enter further commands into R. That is when you conclude that you must close the graph window to return to R.
However, some commands, like identify(), act on open/active graph windows.
When identify() cannot find an open/active graph window, it gives this error message.
However, you can simply click on the R window without closing the graph window. Then you can type more commands at the R prompt, like identify() etc.