For any marker in the margin, you can hover the mouse over it and you should get a pop-up explaining it.
In this case, you are looking at a marker for a References search. To turn off these markers, go to Tools > Options > Context Tagging(R) > References > Highlight references in Editor.
Now for the bad news, I just discovered a bug where turning off the highlight option does not prevent the margin pics being created for references. So, thanks for catching this, it will be fixed in the next beta drop.