Parenting fails: with the error "can only make proxy for referenced object" I am following the Blender fundamentals tutorial from the official Blender site. When I try to select the 3 cubes and do Ctrl+P, I get this error. 

In fact I get that error even if I shut down Blender, restart and press Ctrl+P with just the basic cube after the startup and having done nothing else. Weirdly, after that selecting the objects doesn't work, pressing A to deselect starts the animation player. X doesn't work and a number of such things. This happens even after I reset to factory settings.

Also when I parent by setting the parent in the Object properties window it works without any issues.

I am running blender downloaded from the official site and installed in Ubuntu 18.04.

What is the problem? What can I do to fix this?
According to the commencts I decided to put the answer like this.

In situations where some shortcuts does not work like they should and restart of a program does not help then try to search for stuck keys (keys stayed pressed).

The question above looks like a keyboard problem (ALT key) and sometimes its really hard to find out!

Sincerely, Jan