Select single pixel

To select a single pixel (if it's the same color as the pixels around it) zoom right in and use the rectangle select tool.

Or if it's a different color to the pixels around it, use the Magic Wand.

By why do you want to select it?

To delete it? You can make it dissappear by drawing over it with a transparent color. Same result, right? To do this, choose a color with Alpha of 0 and then using the pencil tool to draw on top of it -- but here's the trick: change the 'overwrite' setting from "Normal blending" to "Overwrite".