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I happened to find out Quick Mask.
I never intended it.
Can I just delete it?
I think it causes problems in applying Magic Wand.
The Quick Mask is a visual representation of your selection, which you can change by painting on it. Try pressing the Q key, as that toggles it.
I think I pressed Q, not W, for Majic Wand.
I fat-fingered it.
Thank you very much.
Once you disabled it, as Semaphoric mentioned, you need to either clear the selection (ctrl/cmd-D), or add or subtract from the current selection, when using the magic wand tool.
And be sure to just play around with Quick Mask a bit. It's great for doing detailed surgery on selections. You can also use Image > Adjustments > Levels or Curves to fine-tune feathering. I use it all the time.