First thing to do is make sure if the "Favorites" track list is empty, to do this follow this steps:
Open the Music player then go Options > Music Library > Track List > Favorites
check if is empty, if not go options > clear track list.
After this go to next step.
Step 1: Add Songs to the Playlist
then move to the song you want to add and select Options > Add to Favorites, do this with all tracks you want.
Step 2: Final Steps
when it is loaded, go Options > Show tracks - Options > Save as track list, put a name for new playlist an save it.
Step 3: Final
I apologize of my redaction if is worng, im speak spanish
Thanks for reading