You can use either a Wheel Click or Shift+Left Click to close things in the IntelliJ IDEA user interface.
Here is a short list of what exactly can be closed:
- Editor tabs
- Tool window headers and tabs inside tool windows (yes, you can just wheel-click that blue header)
- Popups like Background Tasks — just click the popup header
- Version control annotations in the code editor
You can even stop a background process without having to hit that small red cross-shaped button — just wheel-click the progress indicator.