I don't know how to mine gas. I know how to order my ships to mine gas. I even rode as a passenger on one my gas ships as it went about its business. I couldn't tell what it was doing; it looked like it was traveling around randomly. What am I missing?

Yeah apparently YOU can't, but your pilot 'does'. Well that's what i'm hearing anyways.

From the wiki:

Ships with Solid or Liquid storage types can harvest nebulae and asteroids for resources which can be sold to NPC stations as source of income which requires no operating costs or fed into player owned stations to act as the basis for manufacturing chains. For solids the player ship can use Scan Mode to detect asteroids with resources of interest before shooting the asteroid or the marked surface spots with a mining laser, to release solid rocks which can be gathered using the Container Magnet. Liquids are unable to be manually mined. With L ships Mining Drones are used to pick up the resource. All player owned mining ships can be ordered to mine using the Mine order by right clicking a resource region on the map and selecting the Mine order before left clicking a resource to harvest from the list.

Liquid Resources: Helium, Hydrogen and Methane
Solid Resources: Ice, Ore, Nividium and Silicon