I'm currently trying to figure this out...it seems a little complicated and I haven't found any resources that explain it clearly.
There are 2 ways either via putting double brackets around it:
and there will be a new one called "Test"
OR via using camelcase, see: http://en.wikipedia.org/wiki/CamelCase
Just follow the default tutorial: http://www.blogjones.com/TiddlyWikiTutorial.html
In step 4 it will open "HowToMakeATiddler"