Do the items listed in the button one by one.
If you have "idle ship" when you click the button, it will take you there and you can move the ship or hit "spacebar" to do nothing.
If you have "idle shipyard or planet" click on the button and it will take you there to select something to do.
In general, you'll get more options for the shipyards/planets as you research more techs
Does that help?