for a sec i thought u said how to create god....
to start off, it's not as easy as it can be, but it can be done (now they will and should improve it, im pretty sure they know they need to do something about it by now... )
next, im doing this on WP7, so your experience/steps may be different from mine... hopefully someone else can chime in
1. start Xbox Music (zune on mine...)
2. go play the first song you want in the playlist
3. tap and hold the next couple songs you want so the menu comes up
4. tap add to now playing
5. repeat step 3 and 4 until you have all the songs you want in the play list
6. back out to the area that has the menu for music/video/podcasts/radio/marketplace
7. swipe to get to history and tap on the first big block (that should be the now playing, might be different in yours)
8. tap on the three dots on the bottom right to bring up the menu
9. tap save as play list
10. enter name for play list and tap -> (enter, or whatever it's called, it's on the keyboard)
11. check the playlist menu, it should be there now
hope this works for you, not sure if there is another way to do it, i usually do it in Zune first... don't think you have that option anymore for wp8(?)