For those who are working with Unity and ScriptableObjects, one concern is how to actually instantiate scriptable objects.
The editor does not have any out-of-the-box option for doing so, and you have to do that manually in code for every type of object you define.

I have posted a new entry on my blog, containing a generic solution for this issue - an editor extension that will allow you to easily create ScriptableObject instances of any kind directly from the editor.

Please check out the post here - http://www.tallior.com/2014/08/06/unity-scriptableobject-factory/

Let me know if you find it helpful !