I wanted to try it out, but unfortunately I can't open the document/I don't know how to create a new one.

Yeah, I was a bit worried about this and tried to be more clear. Good to know I successfully failed (haha) - Create a workspace with the circle plus button, in your workspace make sure you have the sidebar open (cmd/ctrl + b) then in the files click the new markdown icon (next to the trash button) - or if its an ellipsis button you can access it there

This is good feedback, thanks! I should try to make this journey more obvious.