New Null object not working

What tutorial? I hate to say it, but most of the new tutorials that I see that give people problems have been created by enthusiasts, and many of them have inadequate explanations and poor workflows. The tutorial your following failed to provide you with the shortcut (Shift + Ctrl/Cmnd  + y) or point you to the menu or show you exactly where in the timeline to right/click. 

It would be a good idea to spend some time with the User Guide or open up the Learn workspace to learn how to navigate and use the UI and efficiently work with layers.

Andrew has you covered, but if you're still learning AE and want a different approach to tutorials, I recorded these sessions showing my wife the basics:

https://youtu.be/27wvMxkjMPg

Including going through all the panels.

The window you've screengrabbed is the left side of the timeline.  You can turn columns on and off in this window so yours may look a bit different.  Every composition in your project has its own timeline.  Without the timeline visible it wouyld be virtually impossible to do anything in After Effects.

You can also create a null from Layer > New > Null Object.

You will find After Effects a lot less frustrating if you start at the beginning and learn the basics.

https://helpx.adobe.com/au/after-effects/get-started.html

Moved from Premiere to Ae forum.