I cannot be certain but you may have created a Master Document with Subdocuments, (something I've never needed to do myself).

Open your original document, then Click the View tab, and click the Outline button. This should open the Outlining tab in the Master Document group, then click the Show Document button.

Alongside 'Show Document' are you able to select 'Collapse Subdocuments'? If so, I think that proves that you have Subdocuments.

Other than that, sorry, I cannot think of another explanation so you may need someone else who may have greater knowledge of MS Word.