Go to the front page of your instance. Check around the button for "explore communities". If there's a "create community" button, click there. It allows you to create your own comm.

A few details:

• Some instance admins disabled comm creation. For example, lemmy.ml admins did this to encourage people to go to other instances. No idea if your own instance did the same, but it's worth checking.
• You can't create comms outside your own instance. However, you can moderate them just fine. So if you want to create a comm in a specific instance, you could ask someone from that instance to do it for you... or use an alt account. Then recruit you as one of its mods.

Ok, thanks. My instance is reddthat.com (relatively small I believe) and I don't think I see a way to create a community. I will reach out to the instance admin and see if that is currently by design.

This kind of question is better suited for !lemmy_support@lemmy.ml

Yay for more communities!