That happens if you are running in compatibility mode. Right click your shortcut, choose Properties and go to the Compatibility tab. Turn off the checkbox "Run this program in compatibility mode for:". Click OK to dismiss the properties dialog. Close and restart Opera and the border should be gone.
Best posts made by smsmith
RE: [Solved](Very!) annoying border around Opera main window since updating to 58Opera for Windows
RE: [Solved]Restoring Extension Button to ToolbarFuture releases
I'm not sure which recent update brought it back, but the detail page for each extension has the "hide from toolbar" toggle button again.