Can I create documents that are private and only visible to me?

Yes, you can. 

To create documents that are only visible to yourself, and none of the members in your shared workspaces, ensure that you are working in your 'Personal Workspace'. 

The top right corner should show your name, and 'Personal'. If your name is suffixed by any of your shared workspaces instead of 'Personal', switch to your personal workspace through the button in the top right corner.