That is what happens when a station is planned but construction hasn't fully started yet. There will be a build storage that you will probably not be able to see until some supply ship visits it to drop off resources, and the first station module to be constructed will have no visible substance as yet. You might be able to see its outline on the map if you zoom right in where your ship is shown as being close to it.
If you needed to do something to that station site, such as destroying it, then you might be able to do that with ship turrets set to attack capitals when in their range as turrets seem to be able to detect and target still-invisible modules under repair or construction. Once you see them start to hit something you can use your direct fire weapons at the same spot too. You would have to set that station to be an enemy though and that might attract unwanted attention from all those fighters around.