I linked a group of objects together so that I can move the whole group of objects together. But now I want to unlink this group of objects.
I did not join the objects but linked them I think. It is not one object but still a group of linked objects. So I don't think Separate will work for this? I think it is Unlinking objects and not Separating Meshes (of one Object)
After reading the comments and answers, PGmath is right, I parented the objects but couldn't remember that I did.