This has been marked by Kory Kramer as a Duplicate of Add "Recent Places/Quick Access" option in ArcGIS Pro. Please up vote and comment on that idea.
There needs to be a better file explorer in Pro. When saving a new project, it only lists the drives that are under "my computer". I have to navigate into the drive, and then anywhere from 2 to 9 directories before I reach the folder where the data is stored or where I want to save the project. Why not use the default windows explorer that allows you to go to recent places, CREATE a folder, go to the home folder with one button click, up a folder, etc?
This is time consuming and frustrating having to do it every single time.
Similarly, The new project window where you create/save the project folder is equally frustrating to use. It does not allow you to CREATE a folder (besides the project folder) in the directory. You have to create one in windows explorer and refresh the PRO window for it to see it. Why not add the create project folder to the window where you identify the path instead of making users only highlight the folder where they want the project/ project folder to be? Make them one window or just use the familiar windows explorer for this task.
Export layout window (and other windows) needs to have a "home" button or automatically map to the projects folder when exporting instead of using the "last location" folder.