Paste this command line in your terminal
RSA keys can be from 1024 bits to 4096 bits long. 3072 is the default one, but I am creating 4096 here. So write 4096 and hit enter. See the image below;
I would advocate expert mode
which brings up more wider list of options, particularly ECC algorithms, including my favorable one i.e. based on ed 25519 curve, which I use for setting up my hardware PGP cards
Besides, I would install Kleopatra to manage certificates, Sign/Encrypt and Verify/Decrypt actions:
sudo apt-get -y install kleopatra
Also, I prefer to keep my private keys inside the chips of FIPS pgp cards rather in software key manager:
gpg --expert --edit-key
gpg> toggle
gpg> keytocard
(answer Yes and then choose 1)
gpg> key 1
gpg> keytocard
(answer Yes and then choose 2)
gpg> key 1
gpg> key 2
gpg> keytocard
(answer Yes and then choose 3)
gpg> quit
Choose No ( If you choose Yes, local security key will be deleted and thus, can't be imported into another card)
Insert hardware pgp card into relevant port, launch Kleopatra and import public key relevant to private key you have imported into pgp card.