Go to the Settings page by clicking on "Settings" in the sidebar navigation.
Select the "Seasons" block. You will be redirected to the list of seasons.
Click the "Create Season" button located at the top right of the page.
Decide on a name for the season, choose the calendar year it is representing, and choose whether you want to "Carry over settings from another season to this season".
Click on "Create Season" to save the new season.