Select mode lets you click one object. Selection Box lets you drag around multiple objects, especially in top view.
Click an object to show its properties.
Use Selection Box for bulk movement, locking, isolation, or deletion.
Use Esc to deselect in the editor.
Grouped or related objects may move together depending on how they were created.
If selection is difficult in a dense scene, use Isolate Selection or temporarily hide visual clutter by switching views.