Hopefully, you know that the command to select everything (Select All) is Command-A (PC: Control-A). That's pretty standard in most programs. In Illustrator, it's just as easy to ensure that nothing is selected. To do this, press Command-Shift-A (PC: Control-Shift-A). Or, if you want to do it the "old-fashioned way," go to the Select menu and choose Deselect (as shown here).
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