If you are making a Pivot Table, there is no need to select the data cells manually. Excel will “search” around the current cell and automatically include all cells that contain data. So, you only need to click once in the block of data for it to be selected. Excel will also search adjacent to the current cell. This also works for graphs but Excel can make some funny choices… more on this in future.

If you need a specific range of cells only, then you’ll have to select them manually.