Unable to add membership types
Normally membership type organization dropdown will be empty. so, please type a space and wait for the search - which will list you all contact in the list

For more reference please read the below documentation 

Create new membership type:
https://wiki.civicrm.org/confluence/display/CRMDOC21/Membership+Types

Create new organization:
https://wiki.civicrm.org/confluence/display/CRMDOC42/Create+New+Organization+Contact

Create new financial type:
https://wiki.civicrm.org/confluence/display/CRMDOC/Configure+Financial+Types

Create financial account:
https://wiki.civicrm.org/confluence/display/CRMDOC/Configure+Financial+Accounts

These above document should help you in creating new membership type - if you need more help please let me know so i will give a screen shot of all the above 

I guess this helps!!!