Is it a small white dot that you are able to move around on the screen?
If it is, you have AssistiveTouch turned on. To disable it, go to your Settings app > General > Accessibility > AssistiveTouch and turn it off.
If its not a small white dot, then never mind, I don't know what it is either and will need that screen shot. Sorry.
That is exactly what you said it was, I've followed your instructions, and my problem is solved. Thank you so much! Have a great day.
Marilyn