Press and hold the Play Button 

The Sensitive Setting is still calibrating to the specific object you have connected, although with greater sensitivity. Tap the Play Button  again to leave the Sensitive Setting.

Say you've got a big pot, and you tap play, and then you tap the pot, but Makey Makey GO can't tell you're touching the pot (the light doesn't turn green). This is a good time to try the sensitive setting.