As you are the one creating the project, you get to decide how things are to be done. While your project is young, go ahead and work on new features the same as you have so far.
Once you get some contributors you may find that creating an issue for a new feature idea might be a better approach, allowing other users of your project to input different ideas before any coding has been done, the same for merges, by adding your own work as a pull request you allow others to review your code before it is merged for others to use.
As your project grows you will find what works best for you and what doesn't and you will probably change how you want things done along the way.