How do I overlap text in AI?

I need someone to help me, I am watching a tutorial on youtube, the name of it is "Illustratior Tutorials: Overlapping Text Effect in Illustrator" I am stuck at the part where it tells me to select object then expand. It won't let me click the expand option, I think it might have something to do with the font and when I select the stroke weight it's not creating the outline I need. Help!!!