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There are four easy ways to start a new page:

1. From an existing page (such as Special:Wantedpages), you can click a red link to the title of the new page. For example, to create an article called "This link", you could click This link (unless someone has created it already on this Wikia). You can also create a red link yourself, in a related page or index page or your user page. Links on related pages are convenient for navigation, and they also make people aware of the new page.
2. You can start a new page by typing the URL directly in your Address bar. (For example, if you are editing on example.wikia.com and you would like to create "This link", go to http://example.wikia.com/wiki/This_link.) An easy way to produce the URL is editing the last part of the URL of another page in the same project (using an underline instead of a space between words). To prevent your new page being an "orphan", you should link to it from other pages.
3. If you search for a page that is not yet on this wiki, you will see a red link above the search list. Clicking this is another way to get to the edit page for the new article.
4. The easiest way to create an article is with an inputbox. Typing the new title in the box, and clicking "Create article", will take you to the edit page for that article. To see how to add an inputbox, look at the code in the edit box of this page, or see the Central help page.

Before using one of those last methods, have a search to see whether there is already a page with a name very like the one you propose. Splitting pages later is easier than merging near-duplicates.