When you're on the Gradebook page of your Classroom, make sure that the toggle "View By" button is set to "Individual Students" and the drop-down "View" is set to "Individual Scores."
You can sort the column "Status" by clicking it. This will sort and bring all of the "needs grading" items in yellow to the top of the list.
Click on the activity, and you'll be able to grade it right then and there.
For more details, check out our article called How does the gradebook work? and scroll down to the header called "Grade Assignments."