How do I scan a star?

Solution 1:

There are three requirement to scan an unexplored celestial body:

• You have to point at the star/planet/moon;
• You have to target the star/planet/moon. Default key bind: T (for PC);
• You have to be close enough.

It sounds like you hadn't targeted the star.

Solution 2:

If you're out exploring, don't waste your time scanning asteroid belts, they are not worth anything.

The ones you really want to go for are water worlds, earthlikes and ammonia planets, these will give you the most money.

Terraforming candidates also give a lot of money, so when you find a water world which is also a terraforming candidate it's jackpot time!