[From the question: Why do I have leftover parts? What is this orange thing and where does it go?]
LEGO are aware that people lose small LEGO bricks all the time. That’s why they give you extras of things like 1×1 plates and 1×1 tiles. Some sets use a lot of different colours of these types of bricks and you may end up with quite a few spare parts. This is normal.
If you have extra pieces that are more like regular bricks or larger parts, then there is a chance that you may have made an error in the construction of your set. It’s not unheard of but it is really unusual for a set to contain a spare 1×6 brick (for example). Go back and have another look at the instructions. If there is a parts list at the back of the instruction booklet, see how many of that piece you are meant to have. If it is a spare, then congratulations! It doesn’t happen very often.
The exception to this rule is with the 3 in 1 Creator sets where you may have leftover bricks from building any of the models as those bricks may only be used in one of the other alternate builds.
Some sets contain a Brick Separator. These are not meant to be part of a model and are designed as tools to help you separate LEGO bricks. They are meant to stop you using your teeth or fingernails. The picture shows the most recent design. These come in green or orange. The older version comes in dark grey or green.