You have to load up Skyrim.esm in order to have the game data available to be viewed or edited.
1. Upper left, click File -> Data
2. In the window that appears select Skyrim.esm by double-clicking it so a check mark appears in the box next to it
3. Hit OK and let the Creation Kit load up Skyrim.esm - this could take anywhere from 10 seconds to several minutes (or longer) depending on the speed of your computer
4. Click thru any warning messages you'll normally get a few when loading up files in the CK, for the default files you can ignore them
Have fun.