Using expand appearance option

Hi, I am new to Illustrator CC ( I last used it on an iMac way back in 1994 - OS.9 as it was then). I work almost exclusively in Photoshop & Muse but I am trying to work through an Illustrator tutorial about creating buttons. Here are the instructions verbatim so far:
Pick the Rectangle Tool (M) and click on your artboard. Enter 93 in the width box and 32 in the height box then click OK. This will create a 93 by 32px shape. Fill it with R=0 G=182 B=241 then go to Effect > Stylize > Rounded Corners. Enter a 17px radius then click OK.
Now, your shape should look like the following image. Select it and hit Control + C then hit Control + F. This will add a copy in front. Have a quick look in your Layers panel (Window > Layers) and make sure that you have the two shapes created so far.
Select the copy made in the previous step and go to Object > Expand Appearance. Select the resulting shape and go to Object > Path > Offset Path. Enter a -1px Offset then click OK. Fill the resulting shape with white then reselect the expanded, blue shape and delete it.
Seems all very straightforward but Control+F places a duplicate on the same layer (I think!). Why not Control+J?
Which selection tool is not specified.
Using either selection tool and Object>Expand Appearance results in a greyed out option. Expand ... is active but when selected nothing happens.
Where am I going wrong or is the tutorial inaccurate?

brushwipe,
1) as Monika said.
When you expand the inner shape you may as well start by expanding the outer shape and then just use Object>Path>Offset Path and recolour the inner path and be done with it.
If you wish to keep the tutorial mess:
2) the (normal) Selection Tool (black arrow), but there is no need to use it before Object>Expand Appearance because the copy is selected already.
3) When you have clicked Object>Expand Appearance, you should see the double Anchor Points at the rounded corners. If that does not work, and you have followed the step carefully, something is wrong with the preferences or something.

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