As Willi says, you have overrides applied to your page number text and possibly the frame.
On the Parent page, click in the page number box. In Colors, make sure the stroke color is set to "None." Best if you save/set a style for footers/page numbers if you have not.
Click to select the page number text frame. Same thing: make sure no stroke is applied.
For one reason or another, you probably had this very thick stroke set when you created the page number frame and wildcard.
A pro tip: if you click a setting (color, font size, stroke, etc.) with no object selected, that becomes a default applied to every new object until you clear it. Clear such settings by clicking away from any pasteboard object so that nothing is selected, and then set a reasonable default (such as black/no stroke, a modest text size, etc.)