When left-clicking the plus button, you will immediately create a new object with the type that is set as your default object type in your space settings.
When right-clicking the plus-button, you’ll be presented with a menu of standard types, plus your most recently-used Types.
Forward Slash Command
When working in Anytype you can create a new Object by typing the "/". This will bring up the list of Objects that you have created. Simply select the Object you'd like to create and it will be linked at your current place.
You can also link to an existing Object here.
Use a Shortcut
For a quick creation of a new Object, you can use this shortcut: ⌘+N
This will perform the same action as clicking the "+" sign in the navigation bar.
Turn Into Object
If you are working on something in an existing Object and would like to transform only a certain block into an Object, you can do that through the action menu by either:
Hovering to the left side of the block that you are working on and clicking the 3 dots.