From: Pittsburgh, PA
Ok, the way you do it is by uploading or editing an item. A personal gallery cannot exist without at least one piece in it, so that's why this is the route you have to take.
Once you're in "edit this item" mode, click "galleries" and directions are there for how to create a new gallery. Once it's created, you'll then find it in your list of galleries on the other page you referenced.
Get out of the vacuum and express yourself!