Currently, there is no way to tell what game mode (normal or peaceful) you are playing or what game mode a save is. You just have to remember. It would be nice if the save/load window had the mode written in somewhere, like under the class flags. Similarly, you could fit the game mode next to the version information while playing.
I will UPdate the topic. A tiny suggestion, very easy to implement.
Show difficulty in the info of the save.
Bonus objective (much more harder): Make difficulty changeable mid-game through the game menu.
Until (if) that gets implimented, you can use the console command
get_game_mode after you load a save.
I was hoping for the ability to on the fly switch between all three. Start the game in Sandbox, build up, then switch over to normal or even hard. If you get beat on, then switch back down etc.