Adding new layer from lasso tool

When I use the lasso tool to select an area and ctrl+click to layer via copy, it adds another layer with only that selected area. However, when I try to do it a second time with the same picture to select a different area and click layer via copy it tells me "could not make a new layer from the selection because the selected area is empty." Why can I not have more than one segment on one layer? Or can I add a new segment to another layer a different way?

Because you are no longer on the original layer; you are on the new layer and are selecting an area with no pixels in it. You need to go back to the original layer.

You can always merge layers to get what you want on a particular layer.