Sometimes, it seems impossible to switch from Object mode to Edit mode. I read in this forum that selecting the object will allow you to switch to edit but even this does not work. What am I doing wrong ?
Are you pressing TAB? Also, not all objects can be edited. That may be your problem. 
Also, there’s a difference between Selected and Active. Selecting with B or BB only selects an Object while selecting with RMB in the 3D window or with LMB in the Outliner both Selects it and makes it Active. Only Active Objects can be Tabbed into Edit mode. So, if you select all your Objects with B or A-Key only the object last selected with RMB will goto Edit mode.
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