The easiest way to create a new file in gedit, is to click the icon that looks like a blank piece of paper with a "plus" sign next to it. If you prefer, you may also select File ▸ New, or press Ctrl+N.

Any one of these actions will create a new file in the gedit window. If you have other files open in gedit, the new file that you create will appear as a new tab to the right of those files.