Hey @dneal!
Can you try setting "Highlight" to true on one of your options like in the screenshot that @lenti shared?
At the moment, navigation components don't have a "selected item" the way, for instance, the Tabs component does. Instead, you can dynamically highlight certain items, usually based on the page you're on. There's a thread here where some options around that are explored.
Let us know if any of this helps or raises additional questions!