For instance, the characters float around in zero gravity right after the Ranger docks on the Endurance, but in the following scene they walk around more or less normally.
Artifical gravity (or better to say the feeling of gravity) in ‘Interstellar’ is generated by means of rotation (see: Wikipedia). This force is depending both on the rate of spin (rounds per minute) and the diameter.
While docking at the inner part of the ship the force would be very small and near zero g. In the outer parts of the ship (where the crew would usually stay) the force would be larger due to the greater diameter. Docking at the central part would be most easy as it just requires matching spins of the two vessels and therefore the preferably way to do it - although later on they also show docking maneuvers at the ring segments.