Do you create reminders with Siri on the iPhone? Those reminders are automatically added to your default list, which you set in Settings > Reminders > Default List.
That’s great generally—“Hey Siri, remind me to update watchOS tonight at 11 PM”—but less good when you want to maintain different shopping lists. For instance, create a list called “Grocery,” and then you can tell Siri, “Put chocolate-covered bacon on my Grocery list.” Want to get fancy? Make a list called “Hardware,” and then tell Siri, “Add birdseed to my Hardware list, and remind me when I arrive at Home Depot.” You may have to pick the correct Home Depot location from a list, but then you’ll receive an alert reminding you to buy birdseed when you pull into the parking lot. To look at any list via Siri, just say something like “Show my Grocery list.”