In the new document dialogue make sure you have not checked Artboards and under background contents, depending on screensize, you mayl need to scroll down to see the transparent option.
If you have already created your document with an artboard and you want it gone - then right click on it in the layers panel and choose "Ungroup Artboards". You will be left with just the layers.
Thanks much! The New Document dialog is indeed quite different. I didn't notice the Artboard part at all! Thanks for your help.
I am glad we could help!