If you must keep your place, use a thin bookmark or piece of paper. Non-acidic is best. Acidic pieces of paper left in books over time can discolor pages. Be sure to remove it when you are finished.
Pencils, pens, and other thick markers (including some novelty bookmarks) can put stress on books. They can also cause crimping of paper. Thick objects can even damage the book's spine or textblock.
"Dog-earing", or turning over a corner of a page to keep one's place, is destructive over time, and in a brittle book will cause the paper to break. Even in new books, this leads to creasing and potential tearing.