I start with Create New Shapefile Layer, I give it a name and then select Polygon. I then create my Polygon shape, its all good to this point. I now show a polygon with an outline and light red fill. From here I get stuck. I cant change the fill or do anything else with it. I think I'm missing a step.b
Check out the official getting started in the QGIS docs: https://docs.qgis.org/3.4/en/docs/user_manual/introduction/getting_started.html#sample-session-loading-raster-and-vector-layers
This light red polygon is the one that is being created. It would typically be converted to a "normal" polygon once you are done creating it. To end its creation, make a right click. Once it is a "normal" polygon, you can style it etc.
If an issue occurs before the polygon is completed, the red temporary polygon might stick to the map. It is not yet part of the layer and will remain on the screen. You would have to edit the layer again and the properly end the polygon.
Here is a scenario to reproduce it: create a new layer (could be a temporary scratch layer), start editing, add a new polygon, left click a few location then go to
stop editing (without having made a right click to properly finish the drawing). The light red polygon will be shown.
start editing again, click
add feature and the drawing of the faulty polygon will resume. Make a right click to properly finish its drawing. The polygon is now using the layer style that you can control.