As far as I can see I only have one option in my shopping cart which comes up as a drop down menu. If I need to have more than one, is that possible?

So for example, If I was selling a pair of shoes...

I want to add colour - So I use the option and have; blue, red, brown and black

BUT when I want to add another choice, for example size....5 - 6 -7 -8

How would I ADD these options? Ideally I would like three or four options?

I have struggled with this for days!!