frame zero is your answer and a few other bits
Very often you can't create a layer, bone or point. You're following a tutorial and you can't do what they're doing. Check if you're on frame zero! Everything is setup on this frame. Frames 1-infinity are where you animate and make your works of art, frame zero is where you build and modify things. Another important things is grouping. Grouping controls more than just hierarchy - it also enables rigging, switching and masking to work. Quite often a bone layer will be at the top of the group hierarchy - this is so that all the layers (vectors, bitmaps etc) can have access to the bones created. With masking you generally right click a group of layers and select whether the bottom or top layer is going to act as the mask. Switching also requires the layers you want to switch between (eg for static mouth shapes) to be within a single group. You can of course have a hierarchy of switches and actually switch between switch groups. (Think of nested IF statements?)