Screen capture highlight won't go away

I've run into this a couple times, but can't remember how to fix it. I know it's a problem for others, because there was a similar post with 545+ "Me, too" clicks.

I was trying to do a screenshot (Command + Shift + 4), but hit something else instead, and got a highlighted window (see attached image).Now it won't go away. I read in a previous post that I can shut down my computer and reboot, but that's pretty extreme. Can someone please share what you've done (also, if you know what I accidentally typed to get to this point, that would also be helpful, both for me, and for the hundreds of others who are experiencing this issue).

Thanks!