Most items in the game that you are going to use or fit to your ship have two requirements. One is the Captain Level. The other is a skill requirement. You must meet these requirements to be able to fit / use items.
Say you purchased a new shiny gun from one of the many weapons stores on the promenades, and when it comes to fitting it does not appear in the list of weapons to fit? That will likely be due to a lack of captain level.
A quick visit to your ships store and a look at the information relating to the weapon will confirm that A: it exists in your ship store and B: you don't have the level to use it yet.
Your captain level is displayed on the main screen to the left just under the left hand menu drop down.