I have a problem while selection I am trying to follow this tutorial: https://youtu.be/CRSm-dNOogE

Slight problem however... It only selects one ico sphere at a time and applies the material to that one mesh. When I try to deselect it only get rid of the highlight. It still remains in the properties. I am clearly doing something wrong. Here's a screenshot that partially explains it.

https://imgur.com/a/gRFvq3x   

( I'm at 4:45 ish in the video)
So you want to apply one material to bunch of objects?
1) Apply material to one object.
2) Select all the spheres.
3) Right click on the sphere that has material applied to it to make it active object (it will have yellow contour instead of orange).
4) Do ctrl + L and chose "Material" to link materials.
5) Voila, all spheres have that material.