How to create new folder in Files/Nautilus

There was an issue in previous nautilus versions where indeed you could not anymore use the mouse to create a new folder when there was no empty space in the pane. That now has been addressed by a more functional "breadcrumb". Besides, there are several other options.

• Only mouse: Click or right-click the current folder to see a "New Folder..." menu item. You see a downwards pointing arrow, hinting to that you can expect a menu dropping down there.

  

• Only mouse: Click the "Hamburger menu", then the rightmost icon in the top bar, which stands for "New Folder".

  

Alternative ways to access the option involve the keyboard:

• Mouse or mouse and keyboard: Ctrl+F10 revels the right-click menu that you otherwise also can obtain by right-clicking an empty space in the folder. Ctrl+F10 followed by pressing f is a keyboard-only way.
• Only keyboard: The shortcut Ctrl+Shift+n immediatelly lets you create a new folder only with the keyboard.

I agree it's slightly annoying. I think your only options are to use the awkward 3-key keyboard shortcut (Shift+Ctrl+N) or click on the icon with three horizontal lines at top-right and then click on the new folder icon on the resulting popup window (also top-right).