Beginner Tutorial 'Replace the background' - Photoshop

First problem!

Doing the tutorial on how to import your own background image. Followed the step by step instruction and selected one from my desktop. The image appeared but all the tutorial background and blue pencil layers disappeared. I tried to go 'back' on the tutorial which it let me do and now I'm stuck on 2/5 page, the 'next' button is no longer illuminated and all it is showing me is a red info box telling me how to deselect something using a squiggle sign on the CMD key and D. ... I've now tried this and nothing is happening, it appears I'm stuck.

{Thread renamed by moderator}