We have 3 types of lists:
You can add a bulleted list by typing - (dash) and space at the beginning of a new row.
Numbered lists work exactly like bulleted lists, except you can add them by typing 1. (one and dot) at the beginning of a new row.
Check lists work exactly like the other two, except you can check items on or off. You can add a check list by typing  in the editor or clicking the check list icon in a new row.
Above I've showed you how to add lists, and you exit a list by hitting enter twice at the end of a list item. The first enter will introduce an empty list item and then the second enter removes the empty list item and moves on to a new paragraph.
This is important to say because all editors (from Microsoft Word to Google Docs) work this way, but many people are not aware and it seems like a hard user experience without knowing it.
To indent in a list, press TAB on a new list item. To de-indent a list, press SHIFT+TAB. (does not work for checklists, but for the other 2).