To reproduce:
1) Create new project
2) Create Editor folder and add an Editor Window (Use the example in: http://docs.unity3d.com/ScriptReference/EditorWindow.html )
3) Add this line in Init() after calling a window:
window.title = "My | Window";
4) Open the window you just made - it throws an exception that you have an illegal character
5) However, this works in Light Skin - no exceptions are thrown and window is opened correctly