This comment is usually displayed after a menu which offers you some choice. For example:
> menu(c("good choice", "bad choice"))
1: good choice
2: bad choice
Selection: #[here I just press enter]
Enter an item from the menu, or 0 to exit
Selection:
So, first question: do you have any choice above this message?
Second, I don't see any call to menu() in the source of readr::read_delim(), so, are you sure you're calling the right command? Does it work better if you re-type the command in the console? What about read.csv2("Desktop/Master thesis/Evaluation data/Data preparation/data_defence_recoded.csv") ?