Create a link to your new page
You must first create a link from an existing page to the new page that you're about to create. This might sound weird but it helps a lot in keeping the Wiki organized.
To create this page, for example, I added the following text to the About page:
Think about a good WikiName for your new page, it will be shown in many places and will often last much longer than your original idea.
Create the new page
When you save the page that contains the link, the link is displayed with a question mark on the right. This indicates that the new page does not exist yet. Clicking on the question mark allows you to create and edit the new page.
Note that the Wiki also maintains a list of such UndefinedPages.