I saw a video of “new features in 9.5” that said there was a new option in preferences that you can turn on that allows you to select anywhere on an empty area of the project screen to set the current location (rather than having to reach up top). Does someone know what preference I need to adjust to activate this?
I think you want Preferences>Transport>Locate when Clicked in Empty Space.
Regards 
The clicking into empty space option has been there forever, what was new in 9.5 was that with ctrl + alt pressed you can also click into crowded space to play from there.