It’s quicker to close the project:
“File menu > Close” (Ctrl + W)
This closes the current project, but does not quit Audacity (To shut down Audacity, “File > Exit” or “Ctrl + Q”).
When the last project is closed (there may have been more than one project open), Audacity creates a new empty project.
This also has the benefit that it clears out the Undo history and releases disk space / RAM that the previous project may have been using.
I don’t think you’ve told us what “it” (the problem) is.