The answer here is misleading. If you have two worksheets that are non adjacent and wanted to group just those two, you would use ctrl, not shift. If you use shift, you will grab all the worksheets between the two you wanted to group. This answer is not correct.
This is incorrect. The correct answer is CTRL. The key word here is "nonadjacent". SHIFT will group all worksheets between the two that are selected. SHIFT will NOT select nonadjacent worksheets. Holding CTRL while selecting two or more nonadjacent worksheets will group only those that are selected (ie non-adjacent), rather than all worksheets between the selections.