If you have Word setup to start without a blank document, it will have the document creation dialog there. This is Microsoft's way of getting people out of the old Visual-Studio document creation dialog, without losing a lot of that great power.
There's a lot of criteria for calling that thing...It's pretty difficult to get rid of all-together. For instance, if you have it off, and you use the menu to create a new document, you'll get the sidebar dialog. If you use the toolbar button to create a new document, you'll bypass the sidebar and just create a new document on the fly.