SketchUp has a really good button by button explanation of all of their tools.  This includes how you select and deselect objects.  By starting with the Selection Tool, the black arrow, you can select one object at a time.  This is useful when wanting to see what layer it is on (shown in the Entity Info dialog box).  But what if you want to make multiple selections?  Well just like with Photoshop, you can use the Ctrl button to select multiples.  Should you want to deselect something, you can use Ctrl + Shift.  But using just Shift gets you add or subtract which is especially useful if you want the inverse of a selection in the area of interest.

More can be found at, SketchUp Selection Tool:  Adding or Subtracting to a selection set

To see the descriptions of every tool, try this link.

I thought the various options for Fill were interesting too: Element Fill, Adjacent Fill, and Replace…