Yeah, unfortunately some of the modules can't fit in the sidebar because the modules need to be a certain width to accomodate the elements inside the module and we have a minimum width set on the "write your entry here" text box so it can't get so small it interferes with entry composition. I think (don't quote me, it's been years since I was dealing with that particular section of the code) which particular models are too big for the sidebar area will depend on your screen and window width and someone with a higher screen resolution and a wider browser window might be able to fit the wider elements over there while someone with a lower resolution and narrower browser window wouldn't: I think the reason the icon module is placed so weirdly in your screenshot is that it's trying to put the box over there on the side, but there's not enough room for it, so the box is overflowing into the next available space after the sidebar column. (Part of the reason for this design is to make it easier to accomodate people browsing the site on desktop part of the time and mobile the rest of the time, and part of that has been banging so hard on the "where to put stuff when it overflows the viewport" issue in dozens upon dozens of places. Some of them handle more gracefully than others, heh.)

Like ilyena_sylph said, you can enter Settings mode and drag things around until they're placed logically to you and aren't just hanging out in midair.