Define Brush Preset Not Working

Hello:

I'm using Photoshop 2021 and Windows 10.

I'm trying to create a custom brush.  When I go to Edit, the Define Brush Preset is greyed out.  How do I fix this?

Here is what I did.  Maybe I missed a step.

1. Created a new document (File > New)

2. Size: 2500px x 2500px (I believe that Photoshop 6 and below is 2500x2500 and Photoshop CC and above is 5000x5000). 

3. 72 resolution, RGB, 8 Bit, White Background

4. Create

5. Created a new layer

6. I drew a triangle.

7. At this point, I believe the triangle for the brush should be black on a white or transparent background.

8.  I have the triangle selected.  Now, I'm ready to define my brush.

9. I go to Edit and I should be able to select Define Brush Preset, however, it is greyed out.  I'm not able.

I'm not sure what I'm doing wrong.  Can someone help me?  I have graphics provided to me as .PNG's which I want to create brushes, but if I can't create a simple brush like above, I don't see how it would work with other files.

I attached two screenshots.  One when creating the new document.  Two, the Edit menu.  You can also see that the Define Custom Shape option is also greyed out.

I hope someone can help me find a solution.

Thank you!