OBS basically has 2 "modes" of operation if you will... the default and
studio mode (also pay attention to the controls pane; this provides the option to toggle between these). Studio mode isn't the default by the way, so you must have enabled something.
Anyway, Studio Mode keeps your current source active no matter what others you might select during the recording or streaming. This is shown on the right ("Program") while whatever you currently select gets shown on the left ("Preview", it's all in the name). The advantage here is that this allows you to switch between inputs and/or scenes, but on your own terms and while using a transition.
Here's what I mean:
So let's say for the sake of argument that I'm recording my current session of answering you; I'm 'recording' my main monitor and the browser window which I'm working in.
BUT... I'm also getting ready to switch to the actual OBS window (sitting on my second monitor). Because I have studio mode enabled (notice the blue button?) this switch isn't instant. Instead you get to see a preview while OBS is still actively recording my first monitor.
But the moment I click on "transition" it will replace my screen with the OBS window, using the "fade" scene transition.
If I wasn't using studio mode then this transition would have been instantaneous the moment I clicked on the new source (or... changed the available sources in my current scene).
Hope this could help!