Would be cool if we could simply select a couple of objects and press CTRL + G to put them into a folder. That's how you put layers into a folder in Photoshop or group objects together in Maya - would feel pretty natural.
To follow deadeyes thought: If nothing is selected and I RMB - create new folder, I'd have a clean, empty folder. If objects are selected and I RMB - create new folder, the selected objects should directly go into the folder.
A little streamlining goes a loooong way into making the app easier to work with