Hi senecajr,
Getting to the hangar without a pilot loaded is an oversight, and will be prevented in a future release. COMP/CON does not allow for mechs to be created independently of pilots (per Lancer, mechs are mechanically and conceptually part of the character). If you're a GM wanting to streamline your players' first session, I'd recommend making a level 0 pilot yourself, entering their mech hangar via the dropdown on the top navigation bar, and making and exporting the mechs you make there.
In the future, COMP/CON will gain an option to load a prequipped starter Everest based on a few different templates.