Select features: Edit>Select>Select Features by [Value, Expression, etc.]
To change color of selection and background: QGIS>Preferences>Canvas & Legends – Applies to new projects.
To create a new layer from a selection: Right click on the layer with the selected features. Choose: Export>Save Selected Features As... OR Select the features and then use Edit>Copy and then Paste Features As>New Vector Layer (or a Scratch layer).
Transfer Strava data to QGIS – Navigate to one of your Activity pages and from the more (ellipses) menu, select “Export GPX“. In QGIS use Layer>Add Layer>Add GPX Layer…