More than likely the shifter hasn't brought the transmission completely into drive. It is physically between the neutral and drive positions. I've seen this happen in my vehicle and it will not engage the gear. A simple remedy of shifting the lever back up fully into neutral, then back down into drive usually brings it fully into gear.
If this does not work, you may have a linkage issue, where the connection between the shift lever and cable and/or the cable to transmission is worn, causing the transmission to not fully engage in the gear. If this were the case, you'd probably see the same issue going into reverse. The grommets between the cable/shifter and/or cable/transmission may need to be replaced to solve the issue.