Navigate to Setup > Sales > CRM Lists > New, and add the new entry.
If you have enabled Marketing Automation, you would not be able to see that in the list.
You would have to disable that temporarily prior to doing this.
Temporarily disable the MarketingAutomation feature:
Navigate to Setup > Company >Enable Features > CRM tab > uncheck Marketing Automation).
Then you can come back to Setup > Sales > CRM Lists > New, and add the new entry.
Once done, you can come back to re-enable the Marketing Automation.
Enable Marketing Automation feature:
Navigate to Setup > Company > Enable Features > CRM tab > check Marketing Automation