Such circles are commonly part of a drill hole. A drill hole will contain data in dimension (20), tStop/bStop (29/30) and holes (45). In the case of a hole, the actual component you can edit, delete etc is in layer 45. To complicate things, the hole may additionally reside inside a component, which makes it impossible to edit it directly, instead you need to delete the component that the hole is part of. Usually, displaying all layers will clear up the situation.
(I'm posting this even though the problem was resolved.)