Not yet so far but I play during work (work at home and use home comp) and over lay the non-private window of the background to toggle between if someone comes in my office or I am in a meeting.
Not exactly playing, but I was watching a porn flash animation when my cousin came gome to bring something. I thought he would just left the thing and go away, but he started entering my room and I didn't know how to not let him in without being a jerk, so I just tried to quickly close it, but I'm pretty sure he saw it anyways. Hahaha
I had an ex walk in on me while I was playing one once, but it was an adventure-style game with a deck building mechanic and she already knew that I played those sorts of games when she wasn't around. It was a bit embarrassing, but that was it and it was never an issue.
At least I don't think anyone has caught me, but by the fact that I have 2 mega understanding friends who I've known for a couple of years now, sooner or later we were talking about adult games and it came out that they play those too, so awesome. But I still wouldn't want them to catch me.
I make sure to do it when everyone is asleep or not home lmao. and definitely alone in a room. I make sure to be alert of any creaking sound or movement. Never wanna be caught lmao. No amount of time will heal that if i do.
Not for gaming, but a long time ago, when I was living with my parents, I forgot to log out of my Google Chrome account on my father's work computer and the browser history synced. Usually I clear the history (I don't like private mode), but apparently the cleanup was out of sync and I was caught