An incident is a feature to associate alerts to. You have to have a generic incident type to start with before creating new incidents. 

Instructions 

1. Navigate to Incidents under Incident Management 
   
2. Select the Green Plus in the top right corner 
   
3. Fill in Incident Name 
   
4. Choose Priority 
   
5. Generic Incident option 
   
6. Add Filters if necessary 
   
7. Click Save