> It would help me a lot if can can make a new
> buffer that I can set with some major mode,
> from the menu.

What menu is "the menu"?

> One cannot make a new buffer without saving it.

If you mean a menu-bar menu, then menu `Buffers',
item `Select Named Buffer' puts you in a new
buffer.  You can choose whatever mode you want
for it.

And that menu item has `C-x b' next to it, to
tell you that you can use that shortcut.

What's maybe not 100% clear is that "select named
buffer" isn't only about selecting an existing,
i.e., already named, buffer.  It's also about a
new buffer, whose name is new - your invention.

And the Emacs manual, node `Select Buffer' tells
you all about `C-x b' and other commands.
___

<unsolicited-advice>

You'd do well (help _yourself_) to learn how to
better "ask Emacs", rather than jumping to
conclusions such as "One cannot make a new
buffer without saving it."

Rather, maybe assume that you're not the first
user to think of the usefulness of making a new
buffer without saving it, and suppose that maybe
Emacs is already providing you with a way to do
what you are quick to claim "cannot" be done.