Sometimes when working with Photoshop you will try to make some change and nothing will happen - perhaps now you can guess the probable cause. If part of the picture is selected and you try to change an unselected part then nothing will happen... press Ctrl-D to deselect the selection.

The above links show various ways of making selections, some easier than others. The easiest selection technique of them all is Ctrl-A, used to select All the image (assuming none of it spreads beyond the edges of the canvas).

Feathering (contour progressif)

Before making a selection you should always first decide how much 'feathering' should surround the selection. This is a little difficult to explain, for the feathering setting won't make any obvious difference to the way the selected area appears on your screen. However, when you do anything to the selected area, such as lightening it, moving it, copying it or whatever, the feathering will make a difference, for the feathering blurs the edges of the selection. Since the selection no longer has a sharp edge, parts of the picture that appear to be just outside the selected area will also be slightly affected by what you do. Ultimately, you must learn not to be misled by the 'marching ants' - they do not simply indicate the limit of the 'selected area' - rather, they indicate which parts of the image will be affected strongly by what you do while the selection is in effect.

The feathering must be set before you make the selection - changing the tool's feathering setting after making the selection will not affect the existing selection. You can change the feathering after making a selection using Select>Feather but this can only be used to add to any existing feathering. 

The best way to understand feathering is to look at an example. Here I used the magnetic lasso tool to quickly select the strange animal from a photo taken at a traditional dance in Bali, Indonesia. The feathering of the tool was set to zero. I copied the selection and pasted it into the left of a photo of the CIV GRETA building. Returning to the picture taken in Bali, I could have changed the feathering setting of the tool and re-selected the animal but instead I used the existing selection and changed the feathering from zero to 10 with Select>Feather. Then I copied the feathered selection and pasted it into the right side of the CIV image. I also flipped one of the images using Image>Rotate Canvas>Flip Horizontal. I'm sure that you can see that the unfeathered image on the left is sharp-edged, whereas the feathered image on the right has blurred edges. You're probably thinking that the unfeathered image looks better and I would have to agree with you, but often a moderate amount of feathering (set to not more than 5) is helpful to soften borders that would otherwise be too sharp. You should experiment with the feathering setting yourself...

^   Feathering = 0   ^                                ^    Feathering = 10   ^

Anti-aliasing

This is about the same as using feathering set to 1 i.e. it blurs just the very edge of the selection, making it less jagged. Since only a narrow edge is blurred, there is no loss of detail. Unlike feathering, anti-aliasing cannot be added after the selection is made.

Adding to and subtracting from selections

If you ever want to add to an existing selection, hold down the Shift key while you use your selection tool (marquee, lasso, magic wand or whatever) - a small '+' sign will appear to confirm that you are adding. To subtract from the existing selection, hold down the Alt key while you select the area to be subtracted (look for the small '-' sign). The fact that you can easily add to or subtract from a selected area should be reassuring for you, for it means that if your first attempt at selecting an area is not quite right then you don't need to start all over again - just make corrections to the selection by adding or subtracting as necessary.