-- Get to your home screen with the big square icons.
-- Swipe right to make the long list appear.
-- Hit the green letter "a" in order to bring up the index.
-- Hit "p", for "People".
-- Hit the "People" icon under "p".
-- Hit the plus sign (+) at the bottom.
-- Fill in what you want to fill in.
-- Save.
Note that some fields have their own plus signs. Tapping these will give you more options.
If you do not give your contact a name, that number will NOT show up in your People list, so make sure there's both a name and a number!