What is this unexpected strange graphic object I’ve just accidentally created. I cannot select it or see its name displayed in any properties .
Cycle locators? Only gray thing I know.
Those are the starting and ending Cycle Locators. You may have accidentally chosen ‘Set cycle locators from selection’ from the Play → Locators (sub)menu, where you can also find the command to remove them.
Thank you - now I am happy again 
I must have pressed ‘control-c s’ in place of ‘control c’ ‘control-s’ .
Henceforth to be forever known as the Grey Cathedrals. Much more poetic….