Your E-goi account comes complete with a preset contact list (just head over to the "Lists" menu to view it). You can easily upload your contacts to it and grow it using the list's sign-up form!
If you'd like to create a new list instead, just:
1) Hit the "Contacts" menu and click "View all" (on the left-sided menu).
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!