Tab button produces a blue box around paragraph.

Whenever I use Tab button , or Spacebar and Enter sometimes, I get a blue box around the text. Using the Tab again moves the box to different spots on the page.

I noticed it first in MS Word for Mac but I can also recreate the same thing on any page.

Two fixes I saw on web were using Control F7. Nothing happened the box is still there. Another person said to go into Sys Prefs and select "Keyboard & Mouse". I have OS 12.1 and there is no such thing, it's either "Mouse" or "Keyboard". I selected Keyboard but could not find the radio button they said to select. :(

Any thoughts?