Layer via Copy and Layer via Cut, Ctrl+J explained
Ctrl+J copies the selected pixels to a new layer in Paint by Zaweba, Ctrl+Shift+J cuts them out, and with no selection Ctrl+J duplicates the layer.

Two shortcuts do an enormous amount of everyday work in a layered editor. Ctrl+J and Ctrl+Shift+J in Paint by Zaweba are among the keys you'll press most, and it helps to know exactly what each does in each situation.
Ctrl+J: Layer via Copy
With a selection active, Ctrl+J copies the selected pixels to a new layer, in place. The new layer's pixels are exactly where they were in the picture, so nothing appears to move. The original layer is untouched.
With no selection, Ctrl+J duplicates the whole layer. That's the quickest way to make a safety copy before trying something risky.
Ctrl+Shift+J: Layer via Cut
With a selection active, Ctrl+Shift+J cuts the selected pixels out of the current layer and puts them on a new layer, again in place. The original now has a hole where the pixels used to be, and the new layer holds them.
When to copy and when to cut
Copy when you want to work on part of a picture while keeping the original as a fallback or a base. Select a face and Ctrl+J, then retouch the copy; you can lower its opacity or mask it to blend with the untouched version. Select the sky and Ctrl+J, then grade the copy.
Cut when you want to separate an element so it can move independently. If you need to nudge a person a little to the left in a group photo, cutting them to a new layer means moving them doesn't leave a duplicate behind, though you'll still need to fill the gap left in the original.
Jobs that start with these keys
Before any destructive filter, press Ctrl+J with nothing selected. If you don't like the result, delete the copy and the original is still there.
For a quick drop shadow on an object cut from a photo, select it, Ctrl+J, then make the copy dark and blurred underneath.
For collages, select a piece from one photo, Ctrl+J, and you have it ready to move or transform on its own layer without affecting the source.
For retouching, many people Ctrl+J and work on the copy, comparing before and after by switching the copy's visibility on and off.
How it fits with other ways of copying
Ctrl+J is the tool when the pixels should stay exactly where they were. Paste Into, with its mask, is the tool for placing something inside a selection.
If you want a copy that keeps updating when you change the original, a clone layer is the answer instead of Ctrl+J.
Shortcut slips
Pressing Ctrl+J with a forgotten selection is the classic slip. You meant to duplicate the whole layer and instead copied a small area. If the new layer looks nearly empty in the Layers panel thumbnail, that's why; undo, deselect and try again.
Cutting when you meant to copy leaves a hole you didn't want. Turn off the new layer's visibility and you'll see it in the original.
And watch the layer count. Every Ctrl+J adds a layer, and big photos with many copies make large files. Delete the ones you no longer need, or use the clean-up command in the Layer menu.
These two shortcuts are worth practising until they're automatic. In Paint by Zaweba they are the fastest way from a selection to a separate, editable layer.