I am actually doing some tests with SharePoint 2013 and its new improvements. Therefore I have setup a Windows Server 2012 with SharePoint Server 2013 and Office 2013 on one single machine. That’s sufficient to get an overview.
When creating a new document for a document library, Word 2013 opens and shows a banner stating that the document was opened in Protected View and editing is disabled.
This is because of the security settings in the Trust Center. To change this behavior open the Trust Center Settings, switch to the Protected View section and uncheck “Enable Protected View for files located in potentially unsafe locations”.
The next time you create a new document in a library, the new document is opened in edit mode.