Open your Documents Folder in a window, then from the Finder Menu > File > New Folder
If this doesn't occur, something is wrong with your machine.
What that issue is likely too complicated and lengthy to go into all of it here, it will require the services of person very familiar and experienced with Mac's to first recover your data and then restore OS X back to a functional state which may or may not require new hardware/software installed.
If your under warranty or AppleCare, take it in for service.
You can also hire the services of a local Mac computer support technician experienced in these matters.
Have them look at your Wifi, RAM amount, extra storage and computer backup proceedures in the process.