mkdir not working, only with mkdir -p in rootserver with plesk

I just ordered a new root server 18.04 Ubuntu with Plesk. I log in as root and want to create a folder for example: mkdir /usr/local/myfolder/hello I get the error: mkdir: cannot create directory ‘/usr/local/myfolder/hello’: No such file or directory It only works, when I use mkdir -p. I can only create 1 folder ahead, when I am in the directory, not a path. For me this is not normal, how can I fix this? Also my scripts dont run because of this. Thanks