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Could it be that everything is defined together into a Block or Group, or is perhaps an Xref [eXternal Reference drawing]? Pick on something, right-click and call up Properties, and see what it says at the top of the Properties palette:

If it says "Block Reference" like that, you can EXPLODE it to separate the pieces from each other [if you're confident there's no good reason for them to be defined into a Block].
If it says "Group" [followed by a number of objects in parentheses], it's all somehow been defined into a Group. You can change the PICKSTYLE System Variable value to 0 or 2 so that selecting something in a Group won't also select everything else in it, which will leave the Group still defined. Or you can UNGROUP it all so the association no longer exists [again, if you're confident there's no good reason for them to be Grouped].
If it says "External Reference," that's a separate drawing file that's been brought in by the XREF command. You can edit it in its source file, or by REFEDIT in the current drawing [again, if you're sure about why it's in the current drawing as an Xref, and whether editing it will affect other drawings]. Or you can bind its pieces into the current drawing so they're no longer coming from outside [also if you're sure...].
If it's something else, what does it say?
Kent Cooper, AIA