You can create additional personal task lists below My lists.
How to create a new personal task list:
Click the Folder-specific actions icon next to the My lists folder in the folder view. Click on Add new task list.
Enter a name. In case the new task list should be a public folder, enable Add as public folder.
Click on Add.
Related topics:
Moving tasks to another folder
Managing Data with Folders
What are folder types?
Parent topic: Adding Task Lists