That doesn't create the new file in the folder you happen to have selected in FinderOpen TextEdit and start typing?
TextEdit is more ala WordPad than Notepad. To make it more Notepad like, change it's setting to be normal text instead of RTF. And have it open an empty document by either disable it in iCloud-Drive or execute this in Terminal:In my mind the worst part of OSX vs. Windows is that Notepad isn't a native app. Notepad is freaking awesome. Having said that, TextEdit works just the same as Notepad, only not as good.
Open TextEdit. In the dialog box that opens select "New Document" (hint: it's in the bottom left corner). Type to your heart's content, then Save As (⌘+⌥+⇧+s).
That doesn't create the new file in the folder you happen to have selected in Finder