Emacs has a concept of a mark and point that is similar to selections in other programs. But the mark in Emacs is used for more than just defining the selected region, it lives on while you continue to edit and move around the buffer so it can also be a kind of bookmark. The history of marks is saved so you can pop previous marks back to the top of the stack to go back to somewhere you were some time ago. Because of this dual purpose, the region between mark and point is not highlighted by default unless you select a region by clicking and dragging the mouse.
The minor mode transient-mark-mode changes the behavior of
the mark in two ways. First, it distinguishes between an active mark
that has just been defined or reactivated, and an inactive mark. When
the mark is active, some commands that normally act on lines, words,
buffers, etc., will instead act on the region. An inactive mark needs
to be reactivated to operate on it, unless mark-even-if-inactive
is set. Secondly, transient-mark-mode also highlights the
region when it is active, providing the same visual clue that you get
in other programs. This mode is turned on by default in latest
versions of Emacs.
In addition to seeing the highlighting, new Emacs users often expect
editing commands to replace the region when it is active. This behavior
can be obtained with delete-selection-mode, but see the following
question also.