What did I do?
I was creating a train, adding more cargo wagons to reach desired train size. I ran out of wagons in inventory, so the UI defaulted to placing ghosts.
What happened?
When I was done, that is the train was the desired length, I pressed "Q" expecting the ghost to go away, but it remained stuck in my hand.
Workaround: I pressed 5 to grab a different item from my inventory, I expect any number would have worked; when this item appeared in my hand, I pressed "Q" and it went away as expected.
I was able to repeat this by picking up one cargo wagon and then placing it to empty my inventory of wagons, which again created a sticky ghost.
[0.18.37] Minor issue: Unable to "drop" ghost cargo wagon using Q
[0.18.37] Minor issue: Unable to "drop" ghost cargo wagon using Q
My own personal Factorio super-power - running out of power.