I have noticed some people that while working in SQL Server Management Studio (SSMS), they try to select multiple objects in object explorer. Multiple selection of objects by holding Cntrl key will not work in object explorer of SSMS. Multiple selection of objects feature is present in SSMS but for that you have to select the objects in Object Explorer Details frame. Just hold Cntrl key and click each object that is required to select.
Multiple selection of objects in SSMS may be used for deletion of multiple objects through SSMS. Or scripts for creation/drop of multiple objects may be generated by using multiple selection feature in Object Explorer Details frame.