Projects can exist only as part of a project group, so before you can create any projects, you will need to create at least one project group to put them in.
You can create a project group with the command sidebrain-new-project-group. This will prompt for a name for the group. The newly-created project group will become the current project group. See Choosing projects and groups for how to change the current project.
You can create a project with the command sidebrain-new-project. The new project will be in the current project group, and will become the current project.