Seriously. It's easy and fine once the "add new page" goo is in a page. But I am surprised there's not an easier way to simply add a page below any given existing page.
P.S. Muahaha! I control your TODO list! Fear the wiki, for with it comes an ever-growing list of tasks assigned to you by me!
P.P.S. Orange :(
The usual way assumes you'll want any new page to be linked from somewhere. Add a WikiLink to the page you want to create, and then it should be easy enough. Note that when creating a page you often have several choices of where in the hierarchy you want it to go; for how this works, see LinkingRules. --schmonz