By default Unity highlights selected objects with an outline color in orange and children of that object with a blue outline color. Under Preferences you can change the color.
You can select one or multiple GameObject(s) either from the Scene View or from the Hierarchy Window.
To select a single GameObject
Click on it in the Scene View. Repeatedly clicking on shared space between overlapping GameObjects will cycle through the selection.
Or click on its name in the Hierarchy Window
To select or deselect multiple GameObjects
Drag a rectangle around multiple GameObjects.
By holding Shift you can add more objects to the selection, with control you can remove them. You can do this in the Scene View and the Hierarchy Window.
Sometimes you’ll find it useful to adjust the Scene picking controls, you can mark specific GameObjects as unpick-able preventing them from being added to the selection. You can find more info about it here.