If you have more than one group
Most people only ever set one up, so if you belong to a single group you go straight into it when you sign in — no list to pick from. If you belong to two or more, you get the list and choose.
To add another group (a second section that keeps its own records, or a District you also help with), click ← All groups at the top of the Leaders page. That takes you to the full list, where a New group button sits in the top right. The list also appears on its own once you belong to more than one, so you only need that link the first time.
Being invited to someone else's group counts too — accept the invitation and you'll start seeing the list, with both groups on it.