This means that you aren't authenticated.
stack@ubuntu:~/devstack$ openstack domain create
Missing value auth-url required for auth plugin password
Could not clean up: 'ClientManager' object has no attribute 'sdk_connection'
If you are using devstack you can just source userrc_early
inside the devstack folder.
stack@ubuntu:~/devstack$ source userrc_early
stack@ubuntu:~/devstack$ openstack domain create --description "An Example Domain" example
+-------------+----------------------------------+
| Field | Value |
+-------------+----------------------------------+
| description | An Example Domain |
| enabled | True |
| id | 1ddc2084930d492dbe39680cda5ef660 |
| name | example |
| options | {} |
| tags | [] |
+-------------+----------------------------------+