the shape you created either:
1. did not have a stroke when created, so when you return to edit it, you can't edit the stroke.
recreate the shape and you'll see a stroke option. eg, after selecting the rectangle tool (and before drawing), this could be in the properties panel

and shows no stroke is being created. if you change that before drawing, a stroke will be created which can then be later edited.
2. does have a stroke but you only clicked the fill when returning to edit. ie, double click that reactangle and you'll select both the fill and stroke, if there is one.