Unity has a number of helpful keyboard shortcuts, but there are still a lot of useful ones that aren’t included by default. If you go to Edit > Shortcuts, you can see a visual queue for what keys are currently assigned. There is a tiny search box under the Arrow Keys on the visual queue. Type in something, like “Script”, and you can see the full command name, such as Main Menu/Assets/Create/C# Script. Double-Click under Shortcut next to the command and you can enter whatever command you like.
For example, I saw that the Insert key is currently unassigned, so I assigned it as my key to create scripts. Now, instead of having to right-click and go through several steps every time I want to create a script, I just tap the Insert key and it immediately creates my new script, just as if I had taken all the steps previously necessary to create it.
The default shortcut to create a new Empty object is ctrl+shift+N (cmd+shift+N on Mac). You can also press alt+shift+N to create the Empty as a child of the currently-selected object.
Don’t worry, if you try to assign a shortcut that is already in use, Unity will let you know before you confirm. I ended up assigning alt+C as the command to create a new Cube 3d object.