Lately I started experiencing that - 'issue' / 'bug' / 'feature' on my MacBook Air with OS X Yosemite.
Whenever I open a new window (of any app) something gets focused immediately (getting that selection frame around it, usually blue). That happens in notification center as well. That's really annoying.
Anyone knows how to get rid of it?
Here's an example, look at the segment control: