Blue and white rectangle
Here's a list of steps to possibly resolve your problem:


Reset Finder: This is a basic step, just open up Force Quit Applications by calling ⌘-⌥-esc and then press finder and reset it.
Open Terminal and enter the command killall Finder. If it goes away then it's a problem with finder. 
Open Activity Monitor: If there is anything irregular open in activity monitor just close it. However, be very careful with Activity Monitor. It's easy to close something that will crash your machine.