Setting InDesign’s Display Performance Change
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What screen mode are you working in? (View > Screen Mode), set the Screen Mode to Normal.
Also check that frame edges are being shown (View > Extras)
Which tool are you using to create the Shape? If using the Rectangle Tool, Ellipse tool, or Polygon tool (not the Frame tools), it could be that the default Stroke and Fill for those have been set to None, and in that case you can only select the object by clicking on the edge of the object. The Selection tool will display a small dot when you hover over the edge, this indicates you can select the object by clicking. Then move it by dragging by the edge.