There’s more than one way to make a Page.
Take a look at a page, any page, and you’ll see a choice of templates.
A ‘Blog’ Category is Unnecessary
If you want to have a direct link to every post you make, you don’t have to create a category for that. If you create a category specifically for all of your posts you run the very substantial risk of not assigning your posts into a real category.
Use, instead, a Blog template.
Create a page – name it ‘Blog’. Or name it anything you like – “Recent”, “Latest’ or whatever you think looks best. Don’t put anything into it, leave it blank. Using the dropdown under templates, check the box for ‘Blog’. Save.
Add that page to your menu (whichever menu you want). Save the menu.