I recently updated my Xcode to 6.3 stable version. When I try to add a new folder (Right Click ViewControllers -> Add Files to ... -> New Folder) it appears in blue color,
How do you get "New Folder"? All I see is
I think this looks like a simple bug. Deinstall and Reinstall Xcode if restarting Xcode and your Mac does not help. Maybe that solves your problem.
Hope that helps :)