Yubikey Question

So I tried following the documentation regarding yubikey integration but after inserting my key, the button never activates to setup the new U2F device. Do I need to setup a OTP or anything ahead of time via the Yubikey software to enable this authentication? Using Yubikey Neo and Chrome for accessing the server. Hope someone can help me out!

  1. Plugin your YubiKey to your usb,
  2. Navigate to your GitLab home
  3. Login > YubiKey > Confirm