Strange blue circle with arrows won't disappear in 3D

(I don't know if this is the right place to post this issue, but I don't know where else to post it here)

I have had this problem for a while where there is a strange gray box with a blue circle containing arrows. No matter what I do, it won't go away. It's too hard to describe, so I am pasting (I think a link) some images:

This is from processing 3.2.1 with a 3D renderer:

This is from Europa Universalis IV launched from Steam:

Note that the screenshot from Processing didn't even show the code.

For those who are not familiar with these games / programs, they are completely unrelated to each other, other than what they display in 3D.

Some additional bits of information on this:

• Never 2D
• Always on the right side of the window
• I don't remember what I was doing (or what game I was playing) when it started a few months ago. Maybe I accidentally pressed a key combination?
• This occurs in several other games such as The Sims 3.

Any help with this issue is greatly appreciated, even if it just redirects me to another site to make the question more relevant / better posted.