Black background - cell. Gray background - row. Blue background - selected row.
If I click on row, it does not become selected. However, if I click on cell, row is selected correctly.
<Window x:Class="Test021000.MainWindow"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
xmlns:sys="clr-namespace:System;assembly=mscorlib"
mc:Ignorable="d"
Title="MainWindow" Height="350" Width="525">
<Grid>
<DataGrid Width="200" Height="200" ItemsSource="{Binding}" AutoGenerateColumns="False" SelectionUnit="FullRow">
<DataGrid.DataContext>
<x:Array Type="{x:Type sys:String}">
<sys:String>1</sys:String>
<sys:String>2</sys:String>
<sys:String>3</sys:String>
<sys:String>4</sys:String>
<sys:String>5</sys:String>
</x:Array>
</DataGrid.DataContext>
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding}" Width="100">
<DataGridTextColumn.CellStyle>
<Style TargetType="{x:Type DataGridCell}">
<Setter Property="Background" Value="Black" />
<Setter Property="Foreground" Value="White" />
<Setter Property="Margin" Value="15" />
</Style>
</DataGridTextColumn.CellStyle>
</DataGridTextColumn>
</DataGrid.Columns>
<DataGrid.RowStyle>
<Style TargetType="{x:Type DataGridRow}">
<Setter Property="Background" Value="LightGray" />
<Style.Triggers>
<Trigger Property="IsSelected" Value="True">
<Setter Property="Background" Value="Blue" />
</Trigger>
</Style.Triggers>
</Style>
</DataGrid.RowStyle>
</DataGrid>
</Grid>
</Window>
I think this is related to the template of the DataGridCell. I would suggest using DataGridTemplateColumn, in which the Margin is not set of the Cell:
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding}" Width="100">
<DataGridTextColumn.CellStyle>
<Style TargetType="{x:Type DataGridCell}">
<Setter Property="Background" Value="Black" />
<Setter Property="Foreground" Value="White" />
<Setter Property="Margin" Value="15" />
</Style>
</DataGridTextColumn.CellStyle>
</DataGridTextColumn>
<DataGridTemplateColumn Width="100">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock Margin="15" Text="{Binding}" Background="Black" Foreground="White" />
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>
</DataGrid.Columns>