The sentence on the right is the goal: for every counting number n, n * 0 = 0. A goal is the claim Lean is waiting on.
The line under by is sorry. That is a blank. Lean still accepts the file. The goal stays open, which means it is still waiting. Open does not mean Lean found a bad example. Nothing has been shown yet.
Closing the goal means replacing the blank with a step Lean says yes to. Then the claim is no longer waiting.
Why does a short step work here? Lean's definition of multiplication says anything times 0 is 0. So n * 0 already means 0. While Lean checks your step, it looks up that definition and swaps 0 in for n * 0. The claim becomes 0 = 0. You do not write that swap. The lookup and swap is called unfolding. You are not inventing a reason.
Replace sorry with that one step. Do not change the claim.