If you select just that character you can see its Unicode in the Info Panel.
I'm betting it's an U+FEFF, a reserved value according to Unicode, and so it was safe for Adobe's engineers to put it to other uses (since it's not allowed as a character code). The U+FEFF code is visible on screen, but since it's usually a very specialized marker for more data, you are usually not allowed to copy it.
If it is U+FEFF, you are not yet done :) Strangely, GREP does not allow you to search for it the usual way, using
x{ffef}
— which ought to have worked! It's rather strange because you can find it just fine with regular Find Text, using the notation
<feff>
A curiosity: this same code is used for XML tags and for Index Markers. You cannot replace XML tags (they simply won't budge), but removing Index Markers works fine.
(Another curiosity, proving the “special status” of this code: the special codes ^I (Text) and ~I (GREP) will find Index Markers but skip other occurrences of U+FEFF.)