When I am playing my keyboard to trigger various soft synths in Sonar, I sometimes get notes sounding that I have not struck. The note usually holds on, continuing to sound until I press play in Sonar. If I am recording, these stray/unstruck notes will be printed as MIDI events in the Piano Roll View.
 
I forget at what point this started to happen but it has not always been the case. I don’t know what this phenomenon is called, so I can’t really look it up. It can happen with any software synth.
 
I should mention that I am using a Roland G1000 keyboard which is getting quite old now. I don’t know if it is the problem or it is something in Sonar, or my RME Fireface 800?

There have been instances of MIDI equipment (keyboards, cables, interfaces) that generate bad data. It is something you could verify using midiox to monitor incoming events. I assume this is not just happening when you are switching between various soft synths.
 
You can try a different cable, also use the keyboard's other MIDI output. Do you have a 2nd MIDI input on your computer's midi interface.

I have something similar happen on occasion but it is always when I am playing, or sustaining notes, while switching tracks which I think is what bvideo is referring too. What I do is return focus to the track that is playing and press the sustain pedal which releases the stuck note. This is my fault though and not Sonar. 
 
Does not sound like this is the issue you are having though, but all I can think of.

Thanks for your suggestions Bvideo and Tobiaslindhal.
 
It is not whilst I am switching between synths, but during live playing through Sonar. The note getting stuck does not appear to be related to the sustain pedal (CC#64). If I am recording, the stuck note is actually printed in the Piano Roll view as a long MIDI event. It happens with various soft synths, so I can’t blame the virtual instrument.
 
I guess I could try the Midiox test, though I am reluctant to download more software.
 
If it was the MIDI hardware causing the problem, I wonder why pressing Play on Sonar cuts the note? One would think the stuck note would continue to be generated for as long as it is being monitored through the DAW?
 
Another strange thing that happens is if I have other soft synths loaded in Sonar, after I cut the stuck note by pressing Play in Sonar, and then resume playing the keyboard again, the first note I play generates sound from the other soft synths as well. E.g. I have a string pad and a virtual drum instrument loaded in Sonar; I am playing the string pad and out of nowhere a note I have not played sounds, and continues to sound; I hit Play in Sonar which cuts the note; I go to play the string pad again and the first note I strike generates the string pad and the drums.