Maybe I am just missing something, but I don't get how to setup a blank solution in VSCode (Under Windows or Visual Studio, you are able to just create a new Blank NanoFramework Template, but how can I do that in VSCode :/). I would really like to work with the nanoframework instead of c/c++, but I don't know how to create a blank solution :(.
That option is not currently available. The main goal of the VS Code extension is to allow (partially) folks on MAC or Linux to work with .NET nanoFramework.
It's not possible to debug on VS Code and you'll only have a full experience on Visual Studio. If you're on Windows, the recommendation is to use Visual Studio.