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I have several layers with different sizes on an image. When I do "ctrl+a", gimp selects the whole image. I want the selection size to be one of the layers. How do I do that? Is there a shortcut for it?

No, but there is little use for this, since by definition when you act on a layer, you are restricted to its boundaries (more accurately, to the intersection of the layer boundaries and the selection).

If the layer is an opaque rectangle, Layer>Transparency>Alpha to selection will do what you want.