Got it (a ticket exists): it's a little bug where you can't have spaces or other illegal characters in the default foldername. Quick fix: adapt the default folder name in /cms/lang/xx_XX.php (remove spaces):
$lang['xx_XX']['AssetAdmin']['NEWFOLDER'] = 'xxxxx';
Cause of the problem:
In cms/code/AssetAdmin.php - line 488, function AddFolder() the fysical folder is created first, after that the Folder object is created and written to database, in which process the foldername is sanitized, replacing spaces by '-'. The folder object now doesn't reflect the fysical folder. Fix: reverse the order and use the sanitized foldername to create the fysical folder
line 494
...
if(!$parentObj || !$parentObj->ID) $parent = 0;
}
// move creation of the folderobject
$p = new Folder();
$p->ParentID = $parent;
$p->Name = $p->Title = $name;
// use the folder's name to create the filename
if(isset($parentObj->ID)) $filename = $parentObj->FullPath . $p->Name();
else $filename = ASSETS_PATH . '/' . $p->Name();
...