Ok this is a bit weird to me. I have a simple shape and when I select it with Direct Selection Tool nothing happen visually, but above options change, so the selection is done, but I don't see any anchor point or node over the shape... why is that? something turned off or what?
Oh, I found something interesting... it just happen in this file, not all the files I have, neither new ones...
so, MORE WEIRD!
Command H (Control H on Windows)
omg! you are a genius, thankssss