LÖVE

This is probably a newbie question but here it is:

I've installed love2d on my Windows10 machine. Went well.
But the only thing when I start love2d is a window with a happy yellow balloon on a blue moving background. Nothing more.
I would like to start a project in Lua, but it doesn't do anything. I try ctrl-N, I try enter, space bar, everything. But nothing happens. The balloon is as happy as before.

What is wrong? What should I do?

You should probably check out the wiki:

https://love2d.org/wiki/Getting_Started

The LÖVE application by itself doesn't do anything but display the "NO GAME" screen. It is not going to provide you with a graphical user interface like Game Maker, Unity or Unreal would. Instead, you have to create a "main.lua" file somewhere, and then give that the containing folder's location to LÖVE. This can be done with Windows' command line, or downloading a code editor that allows you to execute commands with a button press, like Sublime Text, Notepad++, or ZeroBrane Studio.

You can read more about the getting started setup here.