Where is a new Lightning App created in Salesforce?

Creating a new Lightning App in Salesforce is done through the App Manager under Setup. This central location is specifically designed for managing and configuring applications in Salesforce, allowing users to create, edit, and organize both Lightning and Salesforce Classic apps. When creating an app here, you can define essential attributes such as the app name, branding, and which objects and components will be included, thereby ensuring they align with the business's functional needs.

Other areas mentioned, like the Object Manager, are primarily used for managing individual objects and fields rather than creating entire applications. The home page serves as a user interface and does not provide functionality for app creation. User profile settings are meant for managing permissions and settings specific to user access and security, rather than application creation. Hence, the App Manager is the appropriate and designated place for initiating and managing Lightning Apps.