A few things: - Posting "this is spam" in a spam thread. - Trying to warn users on their profiles about the rules. - Telling someone to not post in a spam thread.
Basically, the line would go where you go from "Hey, you don't seem to know your way around this site, let me grab you some links and stuff" to "It is not allowed to ____ on this site, stop it or you will be banned", whether it is on the forums, the comments or on someone's profile. Sometimes, considering the user and how they word their comments, they can easily cross over from one to another simply by being rather harsh and know-it-all (especially when they don't).
I especially love the "Please lock this", "this is spam" and "Stop spamming" posts, because they are both off topic, spam and incredibly annoying, since few, if any, users care to actually report such threads to a mod, who can do something about it.
Another mini-mod behaviour that will actually get you in trouble the very first time you are caught, is the "I will get you banned" variety, because it is leaning up so close to the "Imma mod" crap some seem to think is okay to pull off (newsflash: it's not). Threatening warnings will get you in trouble too real fast, because then it would be crossing the line for when you end up being trouble to us mods. Mods don't like users being trouble to us.
Runner-ups of annoying: "*answer to thread that has already been answered*" "You shouldn't do ___, it's against the rules." <Especially when it's not. And "Let me help you with that: *wrong answer*."
If I'm commenting on a new user's profile, and I see that they've posted on their own comments, I just let them know that considered spam. I really can't warn someone?
If you're not a mod and make threats about what you'd do or something along those lines. Ex. A new user makes a thread with a spammy OP, and instead of nicely telling them about how that's not good, a person says something like "Hey, don't do that! I'm getting a mod to lock this thread right now! >" That's not okay.