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'. 

You can verify this by checking the top right corner of your screen, it should display your name followed by "Personal." 

If you see your name with a shared workspace name instead, click the button in the top right corner to switch to your ‘Personal Workspace’.

Any documents you create while in your Personal Workspace will remain private and won't be accessible to members of your shared workspaces.