If you'd like to create a new list instead, just:
1) Click the "Lists" menu to be taken to the lists page.
2) Hit the "Create list" button. Enter a title for it (the internal title is meant for you only - no one else can see it -, whereas the public title is visible to your contacts when signing up or opting out), choose which message type you'll be sending, pick you contacts' main language (you can add extra languages later), select your business area (so you can compare your performance against the industry average) and then create your list.
You're all set! Now simply add your contacts manually or import them all in a single go. You can also use segments to slice and dice your list!