That is the same behavior in my viz included in this idea Make Tabbed Dashboards more intuitive Click on the screenshot to go to interactive visualization. See filmstrip at the bottom of the viz.
Looks to me that's the way it is supposed to work.
Joan, I don't think you did anything wrong.
From my experience, clicking the 'button' the first time does two things:
(1) it highlights the 'button'
(2) it performs the action
When I come back to the same 'button' later it retains the same state as before, with the 'button' already highlighted. For whatever reason, clicking the already-highlighted 'button' only serves to un-highlight it, but does not trigger the action.
So in order to trigger the action again, I have to click a second time.
Needless to say, this is extremely frustrating and cannot possibly be the way it is 'supposed to work.' I cannot imagine anyone that would design navigation buttons to intentionally function this way. Instead, I believe this unusual behavior is a result of click actions performing both highlighting and filter actions simultaneously. The fact that many of us use filter actions as a means of navigation is better than nothing but is really a workaround that leaves much to be desired.
In contrast, the new 'Story' feature in Tableau 8.2 (this can be previewed in the Tableau 8.2 Beta) is far more intuitive but so far it doesn't look like it includes options to customize the navigation 'buttons' beyond just editing and formatting the text in each box.
Plus, the Story Points feature isn't really designed for navigating between sheets on a dashboard--it would be nice to have the ability to use those navigation buttons from the Story area for dashboards as well.
Sadly, the behavior that requires double clicking the navigation element is in fact the way it's supposed to work.
At least, as much as there is a "supposed to" involved. It feels very much like this is one of those circumstances in Tableau where something was implemented without the implementer thinking through what the real human need is.
In this case the fundamental problem is that the navigation functionality we want is a side effect of the primary function of an action filtering one or more other worksheets, and then only when that/one of those worksheet(s) is in another dashboard.
The fundamental mistake was in combining the filtering and navigation into an atomic functionality, where you have to take both to get either. One consequence of this is the objectionable "must highlight then trigger navigation" behavior Joan points out. Another is that you cannot filter a worksheet on another dashboard and NOT navigate to that other dashboard. (sure, you can use parameters and calculated fields to work around it, but hacks like that to overcome fundamental design flaws are considered harmful).
It would have been far, far better if the functionalities of filtering and navigation had been implemented separately, even if they were combined in the initial presentation of action functionality, but I'll bet a doughnut that they weren't.
At heart, this problem is a consequence of, and surfaces, Tableau's foundational principle that everything's data driven, which results in worksheets (as the manifestations of data) being the fundamental until of action and behavior.
Another aspect of navigation that's really bothersome is that unless you publish a workbook and show the tabs the navigation part of filter actions doesn't work. This is silly, and really is problematic.
Agreed, on all accounts. We really need separate options for navigation buttons, and the inability to navigate without showing Tabs is a HUGE pain.