Let's clarify once more that a LIST is an environment of contacts, and GROUPS is a subset group of contacts within a chosen LIST. ( It is most common to have only one main LIST, but multiple LISTS can be created.)
GROUPS: If you want to subdivide users, it is useful to create GROUPS within a list. When you import contacts, different sets of customers can be assigned to one or more groups. This will facilitate subscriber management in the future.
However, when you want to send separate newsletters or other e-mail messages to completely separate lists of customers, you will create a new LIST. A user can subscribe to more than one list at the same time: if he/she clicks on the Unsubscribe button of one newsletter he/she will be automatically removed from that list, while remaining subscribed to all other lists.
You cannot send a message to multiple LISTS at the same time. Instead, you can certainly send a message to more than one GROUP within the same LIST.
Click here to learn how to assign recipients to your group(s).