auto selecting entire wave to apply effect to

It would be nice if instead of having to hit ctrl A to select the entire wave file to add an effect to if instead Audacity just assumed that if nothing was specifically selected then the whole file must be what is intended to apply the affect to. If I don’t highlight any part of the file and instead just apply an effect then apply it to the whole file instead of showing a pop up telling me to select the whole file first.

Go to Preferences > Tracks > Tracks Behaviors then check the “Select all audio, if selection required” option.
– Bill

What Bill says.

Alternatively, click on the “Select” button in the panel on the left end of the track.

Or double click in the waveform in the track

That’s slightly different.
If the track contains more than one audio clip, then double click on the waveform selects that audio clip, but any additional audio clips are not selected.
In the simple case of just one continuous audio clip in the track, then it is effectively the same.

Selecting audio is a very important part of using Audacity effectively, so it’s useful to know all about it. More info here: Selecting Audio - Audacity Manual