Hey,
This happens a lot to me. A blue shaded ‘face’ either on plane with an object face or within open space (such as within a window frame for example). Often selecting the blue shaded ‘sketch’ face and deleting doesn’t work so I select it, isolate to find and select the sketch geometry and then delete.
I’m not very tidy with my sketches so come across this frequently. A regular search and delete purge of sketches via the items manager helps to avoid the problem.
Thanks
Simon