The user can’t navigate back to that button once they navigate away as you’d expect, so it’s weird it’s what started selected in the first place.
There must be some way of detecting when the user presses select and then forcing the SelectedObject to be something sensible (like a visible shop button) but I’ve searched the api docs for half an hour now and I must be overlooking it.
As for detecting when the user presses their Select button, there’s Documentation - Roblox Creator Hub to use, with the InputObject’s KeyCode being Enum.KeyCode.ButtonSelect.
Because I couldn’t believe that was the answer I tried an experiment and discovered that a button whose Selected property is set to true is what is selected when we press the select button!