I’ve already solved this issue and just want to share the solution with the community.
When I first drew in Grease Pencil, nothing showed up. Instead an error message shows “No Available Frame for creating Stroke.” Then I google and found solution as below:
Click on “Auto Keying” and you can start to draw. Hope this helps.
Isn’t it so, that you need to add an (empty) grease pencil object first?
Like, adding the cube, to edit some vertices.
Hi! Yes I did add an Empty grease pencil, and when I go to Draw Mode and tried to draw something in it, nothing happened. Only after I click on “Auto Key” I could start to draw.
But if I add a Stroke grease pencil, then I can draw right away in Draw mode.
Strange!, I’m using 2.91 can not reply what you encounter.
I just recorded a video to show you my process. I guess I might have some settings wrong?
Thank you!
When I’m using 2.93.1 I encounter the same problem. So it’s not your fault!
I think it’s a bug OR Just how Blender UI is working from this point on.
If you look carefully, Blender gives you also a warning message “No available frame for creating stroke”, before you select the auto insert keyframe. So I believe it’s the new way Blender works.
The question is then. How to add a frame?
You can use keystroke i.
Which suggest, Blender goes, by default, into an animation mode for Blender Grease pencil. Maybe the future will tell.
Thank you for your detailed explanation! Then I can rest assured. 
The main issue is that we are drawing while the timeline is set to 0 frames. So we need to set the timeline to one 1frame at least.
If the frame is set to 0:-
If the frame is set to greater than 0:-
Well, I was having the same issue, but I think I found the right solution. 
Thank you!
Looks like a Blender bug.
Interesting if that works. The way it is supposed to work for some reason is with the auto keyframing activated. Which leads to student problem later when they have forgotten to turn it off again!
Don’t think it is a bug it has been that way for a good while now.
