Quote from coinguides on April 14, 2019, 4:40 am

Looks like you either updated your wallet or might be new to Bitcoin core as you say the address list is empty under File >> Receiving address. Anyways this functionality has been removed in the latest version Bitcoin wallet.

Now there are two ways you can generate a new receiving address in your Bitcoin QT wallet. 1. From Receive tab and 2. From your wallet console window.

Method 1: Receive Tab

1. Open your Bitcoin QT wallet
2. Switch to Receive tab.
3. Click on "Request payment" which will generate a new receiving address.

Optionally you can set label for your address and even specify the amount if you'd like to request payment from someone.

Upon clicking "Request payment" a new popup window will open displaying your payment information. The alphanumeric string that you find next to "Address" is your new receiving address.  Additionally it will also show you the URI and the QR code.

Method 2: Creating new address from wallet console window

1. Open your Bitcoin core wallet
2. Navigate to Help >> Debug window
3. Switch to "Console" tab
4. Type "getnewaddress" (without quotes) and hit enter.

Any address that you create here will remain associated with your wallet forever. Also you can generated multiple address and once you've created a new receiving address you should find the list of all your address under File >> Receiving tab.

For privacy and for your own safety it is recommended that you generated new Bitcoin address each time you wish to conduct a transaction. Also it is good practice to label your address so that you'll know what the address is for.

Quote from coinguides on April 14, 2019, 4:44 am

Also to learn more you can read this Core QT wallet beginners guide.