WordPress menus tend to be a somewhat confusing topic.
One reason is that WordPress started with an approach where the main navigation menu for a web site was automatically generated using the page parent-child hierarchy that you specified while creating pages. Later, WordPress came up with a much more flexible and easy-to-use menu system that was intended to supersede the old system, at least to some extent. Add to that the problem that every theme supports a different set of menus, and some still support the old system.
Here’s a pretty good explanation of how to use the more up-to-date menu system.