In the relevant tab or window, or just above the relevant selection grid, click the New button to start a new record. The keyboard shortcut for the New command is Ctrl N.
The icon for the New button is the piece of paper with the folded top left corner:
After clicking the New button, a blank Edit Form for a new record will appear.
Note that the title at the top of the edit form window will indicate what kind of record you are creating.
New Contact edit form