If u have ur discman in ur bag some of the other stuff might hit off it and press the play button....The Hold disengages the buttons...they wont work until u switch off hold (usually a slider swithch).
Bluedolphin, no offence intended but, please! 'u' and 'ur' are totally annoying - please desist from using them. But you are right.
Metal Rabbit, it's usually a slider switch on your Discman that has been knocked. Look for the switch and slide it back.