To make a list, just do as you would in plain text:

md
- a bullet
- list
  - a sublist
  - item
  • a bullet
  • list
    • a sublist
    • item

If you want an numbered list, just write numbers. They don’t even have to be the correct numbers:

md

1. Item 1
2. Item 2
2. Item 3
  1. Item 1
  2. Item 2
  3. Item 3