You may found that your new editing post will not belong to any of exist categories and realized that the “Add new category” link at the right side bar of wordpress editor so helpful. You can create new a category right while editing posts. But I’d say it is a bad habit for SEO.
Why it is a bad habit for SEO?
Most of time, after adding new categories this way, you’ll rarely take a look back at the category and add more information, description to your category.
Unlike creating new category with link at the left sidebar, in which, you’ll have full option to fill all description of your new category.
In general, you should make sure that all of your categories have their description & well slug for a better SEO.