Selecting objects is usually pretty easy. Just click on the arrow tool
and click on the object you would like to select. If you hold the shift key, then you can select multiple objects.
There's also a nice little trick for switching to the arrow tool
temporarily. If you are in any other tool, just hold the command key and the arrow tool
will pop up until you release the key.
To deselect everything, you can either click where there are no objects, or in the menus, choose Edit -> Deselect All.
When you have overlapping objects, however, things can get tricky. InDesign provides a method of selecting the next object below what you have selected.
Done!
The above situation is where having layers can be useful. If your objects are on different layers, then you can hide the layers on top to get to the ones at the bottom.