From the issue listing page you can create a new issue with the "+ New Issue" button in the header. From the project listing page you can use the "+" which will create an issue in the project within the same row.
Any time you're in a specific project, you'll have a handy "New Issue" tab at the top of every page...
From both the project and milestones dashboard, you can use the green "+" to take you to the new issue form for that project. When you use the new issue "+" from a milestone, Sifter will pre-select that milestone in the new issue form.
You can also create issues via email. We have a help doc on creating issues via email if you'd like to learn more.