How do I add default header and footer regions to my site?
You define a region in your theme's info file and then print it in your page.html.twig. Content to each region is added via blocks. You only add your own region templates when you need to make some changes to the markup.



OK, so you added the regions in your info file, and printed them in your page template, fine. First of all, delete your region--header.html.twig and region--footer.html.twig again. Then in the backend of your site go to Structure > Blocks. Your newly added regions should appear there. Now place some blocks in your newly added regions. Save, flush cache and visit your frontend again. Your regions should be populated now.

And regarding the region--YOURREGION.html.twig templates you should have deleted by now, these only will be picked up when these regions are populated – with blocks. Otherwise these regions simply won't get printed at all.