Hi Pawel,
Those colored backgrounds you are seeing are not “actually” part of your layout. They are being displayed to indicate various composition errors or indicators.
The pink background means there is a problem with the font being used, typically a missing font. I believe the blue is a kerning highlight and and I’m not sure about the grey.
Go to INDESIGN > PREFERENCES > COMPOSITION and the first section is a list of items that you can have highlighted. My guess if you have all or several of these boxes checked.
If you change your screen mode from Normal to Preview (toggle the W key or go to VIEW > SCREEN MODE) all of these highlights should go away when you are in Preview mode.