Select the Window>Color menu command and you should see a check mark by the Adobe Color Themes sub-menu command.
Click on that sub-menu command and the errant floating menu should disappear.
Hope this helps,
I tried.. there is no check mark On Adobe Color themes. I don't have sub-menu command.
Either press escape or switch from the Color Theme Tool to the Eyedropper Tool or Measure Tool
Esc worked. Thanks