Can one "create" a private interpilot air-to-air frequency to chat? I've been looking for an answer to this for the past couple of hours and can't find anything on the matter. (Yes, I've read this What radio frequencies are used for intercom in formation flying?  , but it didn't answer my question, as I'd like to know about frequencies that are not in use by any authorities or  organisations and are not used for anything official,  such as search and rescue). 

A pilot mentioned to me she "created" frequencies to talk in private with her mate (air-to-air interpilot). I found one link that says pilots sometimes use unallocated frequencies to chat , so I assumed she meant that, but I've just read on AOPA that all 760 channels available in the VHF   aviation band are actually allocated (I'm assuming in the USA, as the reference is an FAA circular) even if some are not used at all times. 

So, can you "create" a private frequency? If I'm right to assume that that makes no sense, can you join a private frequency (do they exist??) or use an unallocated one to chat privately? In case it's the latter, how does that work if all frequencies are allocated already (or is that just in the USA)?

Thanks a lot for your help
Every frequency is allocated somewhere, in fact the same frequency will be used over and over throughout the world. This works because air band radios are relatively short range, about 200nm at best, so all you really need to do is find a frequency that isn't used anywhere near you and tune to that. This is what formation or group flights do.

That will not be private in the sense that it cannot be overheard, anyone with an air band radio can listen in. It will also not be private in that only you could use it, again anyone could tune into the same frequency for the same purpose. Formations often have secondary frequencies to tune to in these cases, but it's rare they need them.