Well, maybe it's due to the fact i haven't used any desktop environment in a while, but i think using a gui overcomplicates things quite a bit.

The simpelest way would be

• open a terminal
• gpg --gen-key
• leave default settings, enter name + email
• chose a password

done

No need for all those gui clicks'n'misses... Just open a terminal, enter one command, follow the wizard and you're done...