You can use the menu in the ribbon to select the current region. To do this, click on the Home tab, Editing group, and on Find & Select, then on Go To Special, and select Current Region.
Using a keyboard shortcut you can click inside the block of data and press Ctrl+Shift+Spacebar.
It should be noted though that when you use these keys in an Excel Table, only the table contents without the headers will be selected. But when you are working with a range of data which is not defined as a table in Excel, headers will also be selected.