Something that I personally messed up the first time I created a Lambda function for my Alexa skill, was to not assign a blueprint. What this gives you, are the basic node module packages and setup that you need.
Choosing a blueprint
First off, when you create your lambda function you can choose between "Author from scratch" or "blueprints". The default selected is the "Author from scratch. But if you wish to get started quickly select blueprints like below:
This will make you able to search for blueprints, here you may search for something like "Alexa" which currently gives you the following results:
This will give you the setup you need to get started with a Lambda function for your Alexa skill - enjoy :)
As a helping hand if you are new to Alexa/Lambda - don't forget to set up your Alexa Skill as a trigger for your Lambda function. I have written how to do that here. If you do not do that you will get the error "The trigger setting for the Lambda arn is invalid. Error code: SkillManifestError".