You can invoke the command palette for adding a block with the cursor in an empty paragraph in two ways:
Hitting the keyboard shortcut command + / , or
using your mouse. The icon appears in the left margin of the paragraph that has the current focus.
Exiting a block
Some content blocks capture the editing cursor to allow you to add content in the context of that block. When you are done, you can continue adding new content to the page either by inserting a new paragraph below or above the content block, or by hitting command + enter.