Open Game Maker 2D, Version 1.0.1
When we have selected the scene page in the resource list, we may
click the resource list's toolbar button "Add" to add a new scene:

In the pop-up screen, we just need to input the name of the new scene:
But actually, we have already created a scene named "MyScene" when we create the new game.
So here we do not need to create another one. We may just click "Cancel" button to close the dialog.