For objects that are not visible, try either Control-A (if there are only a few objects in the document total, where the others can be individually removed from the selection by shift-clicking them) or Control-F (to "find" the invisible object by classifying it; for example, I believe you can specify that all objects with stroke [or fill] 'none' be selected).
-Arlo

PostScript: I realise this can be frustrating, because in a sense you are learning a new skill; it is not, as you say, as immediate as drawing on paper (for example). However, once you have gained a certain level of understanding of the software and a base level of proficiency with the skills, it often becomes much easier to make something in Inkscape than to draw it -- gradients, for instance, are considered an intermediate technique in traditional media. Also, Inkscape makes it easy to use visual files without taking up too much disk space or bandwidth when you are using a computer - to send to someone, for instance, or to put on a website (SVG started as a web-native format). I can certainly empathise with your frustration, there are many times where I have cursed Donald Knuth for writing TeX the way he did, although later that particular annoyance would resolve itself.
I would caution you not to use hyperbole to expand frustration into mental illness, however.