Identify symbol in Word document

I have found a strange symbol in a Word document which shows as a a letter sized rectangle with a smaller rectangle inside. I would like to know what it is, but it is not possible to copy and paste it in any other application than Word. Is there some way of finding out what symbol it is from inside Word?

EDIT: it appears to be a formatting symbol as it disappears when I turn off "show paragraph marks and other hidden formatting symbols".

Is it one of these characters?

Select the character, or click just to the right of it, and press Alt+X.  The character will be replaced by its Unicode value, in hex.  For example, the above three characters (from left to right) are

• 200B - Zero Width Space
• 200C - Zero Width Non-Joiner, a.k.a. No-Width Optional Break
• 200D - Zero Width Joiner,   a.k.a. No-Width Non Break

If your character is anything different, you can look it up in any of the many Unicode references on the Internet.

You may have insearted a No-Width Optional Breaks in your document. It's not a general symbol in Word, so you cannot copy ans paste it into other apps. Here is a related article Adding an Optional Break, you may have a look.