Installing Ubuntu 19.10 on an unformatted SSDI Drive

I've installed various flavors of Ubuntu (including 19.10) many times before, using the bootable USB. Never had any problem. But never before was I using a just installed, brand new SS drive on the machine. I can bring up Ubuntu just fine, but when I try to install it, I get an error message (at the 4th install screen, after hitting "install now") saying "No root file system defined. Please correct this from the partitioning menu."

I have no idea how to do that. Seems like a Catch-22 to me. Appreciate any insights.