The empty circle is the end point of the path till where you can type on a path. However the circle with the cross indicates that there is some text hidden on the path after the end points.
According to the screenshot you have there are two paths selected first from cross to emptly circle and second which has circle filled with cross bearing some text which is not visible.
Try creating a simple path with pen tool and use the text on path tool on it and it should work fine.
I have this issue, and I don't understand anything anyone has said as far as solutions - please write out a solution in easy-to-understand English language, thank you. You'd think this would be easy to do, but not with Photoshop. I swear I swear at Adobe every damn day of my life because nothing is ever easy. The simplest freaking thing to do in every other application is a day-long tutorial in the land of Adobe.