What is a Yellow Selection and How to Deselect It?

[TechnicGeek]

I have often yellow selection appearing that I want to get rid of because I can't seem to work outside of that selection. So far it appeared when I pasted new later and had to anchor it. The selection still stayed there after anchoring. Another time it appeared was when I resized canvas. New canvas was alpha color and I could not paint it white because I could not work outside of that selection. This is a selection that I am talking about:

   

Why do I need this selection and how to deselect it?

Thanks.