Sounds right - like the lasso did not close.
Note that the GIMP lasso does not require you to hold the left button down as you make the loop. You can click a first point, even outside of the rectangle of the image, then click point-to-point following your shape until you've gone all the way around. Finally clicking on the starting point will close the loop. This lets you make a complex curve from a number of straight lines. The lines can be short to follow details curves, or long to move along a straight edge.
One other thing - most portraits show shoulders up to top of head, and the image ends on the bottom edge of the window with one or both shoulders touching the left or right edge of the window. So the lasso can start outside the rectangle to the left of the shoulder. Next point would be where the shoulder touches the left edge, then point by point up and around the head, down and to the right across the shoulder, then outside the rectangle on the right. Then click straight up to a point above and right of the rectangle, left to a point above and left of the rectangle, the straight down to the starting point, then delete. This will leave the face and shoulders, deleting all the background in one shot.
