With the Move tool selected, right-click the image, and the context menu that pops up will list all layers with overlapping non-transparent pixels under the pointer position. If you choose a layer name from the menu, it will become selected.
JJMack’s suggestion is another good way to do it. Enable Auto-Select Layer/Group in the options bar for the Move tool, and clicking the image with the Move tool will select the topmost layer/group with non-transparent pixels under the pointer.
Either way, the selected layer becomes highlighted in the Layers panel for you.