OK, here's my current menu:

It's a bit messy. I want the Getting Started tab somewhere else, Wealthy Affiliate should be under the Program Reviews, and there's a post or two I'd like up there as well. So, we need to create a new custom menu.

We do this under Appearance >> Menus.

We are greeted with this sight:

Quick Question: what button do you think we press? That's right, go right ahead, type in a menu name (perhaps, 'main') and hit Create Menu.

And we've got ourselves a shiny new menu to play with! Ooo.