Also try this when you put in the door it should have a offset for it and just raise the offset and the door should apper I had the same problem and once I did that it was fine same goes for windows.
Here's a good video with the "Tab" selection method another poster mentioned --
My personal preference is to select items by filtering a selection -- whatever works best for you. To filter a selection, first define a selection box (left-to-right or right-to-left just like in AutoCAD) which contains the panel you want to select. When you do this, you'll see a "Filter" icon automatically pop up on the ribbon (across the top of the Revit window). Select this, then check or uncheck categories so that the item you want to select is the only item checkmarked. If your selection box only has one panel contained, you should see a "(1)" in that category. Hit OK then you should be good to go with swapping the panel out with a door.
"A common mistake that people make when trying to design something completely foolproof is to underestimate the ingenuity of complete fools."
It's important to bring the cursor at any edge of that panel, you can't select it from center.
Once you bring it at the edge, see the status bar at the bottom of revit interface, press tab to select he desired panel.
The selection window is also a good panel but you need to make sure that the selection windows captures only one panel. then you can use filter to select that single pane.