If you need to create small projects to try things out, or not sure how you want to setup things before you save, there’s a tools options for this.  With this option enabled, the New Project Dialog Location and other fields will be gone.  In the case you accidentally get in this state, here’s how to get out of it.

Cannot save in new project dialog

You can find this option under Tools – Options – Projects and Solutions – General, and it is the Save new projects when created. 

Save new projects when created tools option

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