How to force quit the "Force Quit Applications" window
The "Force Quit Applications" window opened spontaneously due to memory pressure.
Now I can't close the "Force Quit Applications" window itself . The "X" button doesn't close the window and it doesn't have an icon in the dock or a menu bar.
Solution 1:
You can close it with ⌘ cmd+w.
There's a list of the official keyboard shortcuts on apple.com
Solution 2:
⌘ cmdW was not working for me either.
I had luck by opening the "normal" Force Quit window from Apple menu > Force Quit…, which replaced the out-of-memory Force Quit window. I was then able to close it normally with the X button.