Mac OSX El Capitan Full Screen Not Working in Tab-Command Shortcut
If you create full screen in Mac OSX Space, then you will find out Tab-Command Shortcut key is not
working anymore. When you press Tab-Command, You can not cycle through your favour Open windows anymore.
It only shows the menu bar instead. It might be the feature that only Apple could come up.

How to fix it
1. Open System References
2. Open Mission Control
3. Check the check-box from below screenshot