The Facebook Chat client lets you group a number of your Facebook friends into "Friends Lists" - one of the main advantages of this feature is that you can "hide" from all Facebook users, but appear online and ready to chat to another group of your friends. Notice from the screenshot below that we have a Friends List called "close friends" for whom Facebook Chat shows that we are online, and that we appear offline to all other Facebook friends (if you want to appear offline to everyone on Facebook, to try to get some work done, for example, you can completely go offline and appear invisible). This tutorial explains how to create a friends list for the Facebook Chat client - later tutorials will show you how to add people to a friends list, remove people from a friends list, rename a friends list, etc.
You are just a few steps away from creating your first Facebook Chat friends list:
Now that the list is ready, you can start adding Facebook friends to it, which is explained in the next tutorial: add friends to a Facebook Chat friends list. And if you ever decide that you no longer need that list, see how you can delete a friends list from Facebook Chat.