In addition to making multiple sections in a list, you can create multiple lists for a course if, for example, you want separate lists for readings and for videos:
Click "Lists" in the left menu to go to the Lists section, then on the right click to create a "New List."
Give the list a name, select a template, and add or edit sections as outlined in the section on Create a List
If you get a dialog box asking to "Associate to course," click to "Associate List" and then select the appropriate course.
Add items to the list as outlined in the section on Add Items to a List
Now when you click the module in Moodle, you see both lists associated with the course: