As of PuTTY 0.71, some lines of text in the terminal window are marked with a small copy of the PuTTY icon (as far as pixels allow).
This is to show trustworthiness. When the PuTTY icon appears next to a line of text, it indicates that that line of text was generated by PuTTY itself, and not generated by the server and sent to PuTTY.
Text that comes from the server does not have this icon, and we've arranged that the server should not be able to fake it. (There's no control sequence the server can send which will make PuTTY draw its own icon, and if the server tries to move the cursor back up to a line that already has an icon and overwrite the text, the icon will disappear.)
This lets you tell the difference between (for example) a legitimate prompt in which PuTTY itself asks you for your private key passphrase, and a fake prompt in which the server tries to send the identical text to trick you into telling it your private key passphrase.