The mark you see could be in an empty frame or text box.  If your Drawing toolbar is not currently displayed, click on View | Toolbars | Drawing.  On the Drawing toolbar, click on the Selection Tool (button with a big white arrow), then use it to draw a big box around the text area in your document.  If you see a frame appear around the paragraph mark, then you can delete the frame.  If nothing is selected, then open the header try selecting again.  Write back if you still have problems.