If you’re coming from MS Windows, one default keyboard behaviour in OS X might puzzle you. When you’re using window or dialog box, pressing the tab key repeatedly will not move the keyboard focus to all controls. Instead the focus is moved only between lists and text boxes.
This default behaviour is expecting you to use the mouse or trackpad when navigating user interface elements in OS X. If you have a preference to rely on the keyboard as much as possible, you can enable Full Keyboard Access to all controls.
Go to System Preferences > Keyboard and under the Shortcuts tab, click on All controls radio button.
Once the Full Keyboard Access is set to all controls, you can use the Tab key together with arrow keys to navigate items on the screen. Use the Space bar to select screen item that is in focus.