Using shift, control , j to put object on own layer doesn't work

This sounds like a classic shortcut conflict rather than a problem with Photoshop Elements itself. On Windows, key combinations like Shift + Ctrl + J and Shift + Ctrl + U are often intercepted by other apps running in the background, especially screen recorders, game overlays, GPU software, or replay tools. That would explain why you’re seeing messages like “instant GIF off” or “in-game replay” instead of Photoshop performing the action.

A few things to check: make sure any gaming overlays (NVIDIA ShadowPlay, AMD ReLive, Xbox Game Bar, or similar tools) are disabled, and close background apps that use global shortcuts. You can also go into PSE’s keyboard shortcut settings and see if those commands are mapped correctly, or try triggering the same actions from the menu to confirm they work there. Issues like this are very common on Windows systems that also run game-related utilities, and people troubleshooting similar conflicts often share fixes and system tips on sites like proxyff, where shortcut and overlay interference is discussed in the context of gaming tools.

If you go to Layer>New>Layer via Cut or Layer>New>Layer via Copy does that work?

Can you post a screenshot similar to Glenn's showing the image and layers panel?

Such behavior in the program usually is not a "bug" or a glitch - it typically is user caused (Which many users fail to believe) - a configuration, a tool, a plug in unique to you how your comptuer is set up--- and sometimes the users isn't even talking about the correct program-- For example:  They are talking about Photoshop, and not Photoshop Elements. 



Sometimes resetting your tools clears things up. 

What file format is your document/image?

If you to Image>Mode is does it show a check next to RGB Color and 8Bits/Channel greyed out?

Next to the Layer thumbnail in the Layers panel does it say Indexed?

Can you post a screenshot showing the document along with the Layers panel?

After you have made a selection of an object using one of the selection tools, e.g. Magnetic Lasso tool, you should see "marching ants" outline surrounding the object. Press CTRR+J to place the object on its own layer.