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From the Home screen, you can make a new playlist by tapping Music > Playlists. Swipe your fingers on the touch screen to select the "Music" icon. Tap an icon on your iPod Nano to open it. If you touch and hold the screen, you will automatically return to the Home screen of your device. Pressing and holding any of the icons will allow you to rearrange them. Using two fingers, flick down to bring up the option to add songs. Tap Add. This will bring up a selection of categories. You can add songs, albums, and even podcasts to your iPod Nano playlist. After selecting a category, tap the items you want to add to your playlist. Swipe left to keep building your playlist. When you've added everything you want to your playlist, tap Done.  Don't tap Done until you're finished. Once your playlist is saved, you can't add any content, you can only delete it.  Your new playlist is saved as "New Playlist 1," until you sync with iTunes. When your playlist is copied to your computer, you can change the name. Go to Music > Playlists and find the playlist you want to edit. Flick down and tap Edit to bring up the option to delete the song. Tap Delete to remove the song from your playlist.  When you finish deleting items from your playlist, tap Done. To delete the entire playlist, tap Playlists, flick down to Edit, and tap Delete next to the playlist you want to delete.
Create a new playlist. Add songs. Keep adding content to your playlist. Delete a song from your playlist.