Is your selection of the same type as the field data you are taking an FFT of? If you are taking an FFT of point data, is it a point selection? If you are taking an FFT of cell data, is it a cell selection?
Also, I believe the FFT only works on scalar data. If you are trying to take the FFT of vectors, you will have to use the Calculator filter to first extract whatever components or magnitude you want an FFT of.