The most common cause of this problem is a mouse setting that is too sensitive. The way to change this setting is to bring up the Mouse control panel. Under Windows this is found in the Start menu under Settings under Control Panel. Under the Mac OS, Control Panels are found in the Apple menu. Decrease the double-click speed. This will make it easier to double-click something and see the results.
If the mouse setting is not the problem, then it's time to ask whether the object you are double-clicking should do anything. Here is a list of objects that should do something when you double-click.
Iconified collection to bring up its Inspector
Collection name to edit it
Open collection to bring up the collection's Inspector
Case icon to inspect it
Filter to edit it
Graph axis to edit the axis scale or bin width (via an object)
Attribute name to edit it
Formula to edit it
Dot in dot plot or scatter plot to inspect the clicked-on case
Slider name to rename the slider
Slider value to edit it
Slider scale to change the slider's scale (via an object)
A word in a text object to edit it