Given that magic has been around for so long, it is impossible to come up with a new magic trick unless perhaps this is done on a very large scale. There was a time that a magician made a plane disappear then years later, something bigger came along like the Statue of Liberty.
But if you think about it, the principle is still the same. This was done using lights and creating the illusion that it really disappeared when in reality it is still there which just goes to show that sometimes coming up with a magic trick involves outdoing what someone else did.
Since it is hard to come up with a new magic trick each time you put on a show, one thing you can do is learn new tricks and then introduce this into your act. This will mean studying the trick from scratch like you have done so many times before and then practicing until you get it right.
You can do some research or get a fellow magician to teach you how he or she does it in exchange for teaching something that they want to learn. This is beneficial to both since you are both getting something new from this arrangement which will improve your skills as magicians.
Can you really make your own magic tricks? The answer is no but you can make some changes to what has been done by others in the past making it look different in the eyes of the audience. This could even be your signature magic trick if you don’t tell anybody about it even if someone somewhere else has probably done it.