This is not a mouse trail! We get such a bug report every few month here on the forum. It seems to be a problem with some graphic cards. (It is known as ghosting)
Here the last thread where this question came up.
Tldr: it is a bug, it might already been known.
(It took us quite some time until we figured out what the original poster meant.)
To report a bug: (Developers don’t visit this forum often.)
read the how to: https://www.kicad.org/help/report-an-issue/
the bugtracker: Bugs : KiCad
You could try to use the nightly builds (or an older version of kicad 4 (4.0.4 or 4.0.3))
Maybe this problem does not exist in this versions.