If you are not a system administrator, you cannot create a space by yourself. But from the navigation bar or from the Preview, you can enter a request to create a space.
Click on the "+" in the navigation bar next to "Groups and Spaces" or go to the Preview and click on "Request a new space".
Submit your request by following the different steps
This request will be communicated to the system administrator who will validate or not the creation of the space. By default, you will be administrator of the space