NEW is disabled under two conditions:
There are no datasets read in at all (then you can view the 'Dummy' dataset, which comprises images of my initials, when viewed in the Axial plane).
You have opened the maximum number of controllers (presently set to 10). This is unlikely, since most people don't have screen space for so many windows.
Probably you started AFNI in a directory that contains no AFNI-formatted datasets. You need to 'cd' to a directory that has such datasets. If you don't have any such datasets, then you need to get some. The 'to3d' program makes AFNI datasets from image files. See the 'Educational Materials' web page here for the handouts from a class on how to use the to3d program.