The behaviour is expected: your page initially contains no text, only the image. It is likely that its format has no transparent feature, i.e. its white areas are in fact solid white. Consequently when you click there, you automatically select the image. And you can’t click anywhere else because the image fully covers the page.
You anchored the image To page, which means it will appear only on page 1. But its current properties do not allow it to be sent to background: its wrap mode is None, meaning no text can coexist with it. You should set wrap mode to Through, then Options In background is enabled and can be set.
However, this will not solve your problem because of the non-transparent image background. Unless you already have text (which is in the foreground), any click will land in the white image area and select it.
Also, your text area (page margins, paragraph styles configuration) is incompatible with the full-page image extent.
You must re-work your document.
Use built-in First Page style for your first page. It automatically switches to Default Page Style on next page. Modify First Page configuration to add your image as a background in the Area tab. The image will then be truly in the background and will no longer be selected by any click. Adjust the margins to take into account the “significant” parts of the image. You can also play with the header and footer to have true text there. It will be easier to modify than in the image.
Running pages in the document will be under Default Page Style control. Margins can be different from the first page, as can be header and footer.
