Premiere Pro 12.1.2
I go to preferences, choose something like auto save or appearance, make a change that I want then I hit a grey OKAY. The grey okay turns blue. I hit okay again. Nothing happens. It just stays on the preferences page.
Moving to Premiere Pro CC
Sorry for the issue with the Preferences. It seems like the Preferences are corrupted. Have you tried resetting the Preferences?
Here are the steps: FAQ: How to reset (trash) preferences in Premiere Pro?
Retrieving data ...