I'm trying to learn this piece that is called "Waltz in A minor" and I don't know to play that little symbol.
(I assume you mean the gray triangle with the vertical line; the two smaller notes at the beginning of the bar are grace notes.)
Googling for sheet music for "Waltz in A minor" yields a couple of results like this one from pianotv.net. None of them have such a symbol at the end of the third bar (or anywhere else) so I guess Steve Mansfield's hunch is right: it's just a software artifact, indicating the current position. It might not even be your software if somebody took a screenshot and sent it to you.