Sorry if this is dumb. The mission asks me to make a delivery to mcmahon dock. I reach the system, and see mcmahon dock as a dot in the screen. I drive towards it, and simply just keep passing it. It seems it is just a point in the space. I cannot even see a space station at all. And no such dock in the contact for me to request landing.
Not so much dumb, but Elite is tough to get on top of for things that, when mastered, just get taken for granted.
Target the station by selecting it in your left hand panel.
Fly towards it in supercruise and you will see your speed* increasing and the timer (seconds to arrive) decreasing. When these seconds start to approach 8 or 7, reduce your speed so it is about halfway in your blue zone on the HUD. Ideally, you want to be aiming towards the target station with that timer showing 6 or 7 seconds. Don't let it get to less than 6 or your speed will increase too much as you approach the station and you will have to loop around again before you can jump out of supercruise.
If you have done it right, you will approach the station showing about 6 or 7 seconds on the timer, your speed and distance will be decreasing together in the indicators on the left of the HUD and, shortly you will get a blue message "ready to disengage." Press your button (J by default) to jump out of supercruise and you will be on the approach to the station in normal space.
Remember to request docking permission when you are less than 7.5 km away and head for the appropriate docking pad through the slot.
Good luck, Commander and o7 (that's a salute)
*EDIT - that's the thrust level on the big display in the center of your HUD