Twitter lists are a great way to organise your contacts and also to be found by others. They're different to your feed, because they can let you get really specific about what you see.
We're all used to using the gear icon (it looks like a cog, next to the 'Follow' button on someone's profile). Click on it and you have a whole raft of ways to improve your connections.
Once you find 'Add or remove from lists' and click on it, you'll be able to add your first list.
Once you've started, it can become a bit of an obsession and you can go back through all your contacts and add them to new lists.
Even better, is borrowing others' lists to find out about a particular area or skill. I bet you follow some interesting and inspirational people - well, see who they've got on their lists and subscribe to that list.
By the way, you don't have to follow a user to add them to a list.
A word of caution - tweets from people on lists ONLY show up when you click on that list, not your main feed. Don't think they've suddenly gone silent.