How can I create a friends list with GameLift?

GameLift doesn't have a notion of client -> client communication, it 'enables' some of this by bringing a group of players to a common server and the server can then facilitate chat between the connected players.

You'd probably need to look at some form of:

• Player/Identity management: Players are registered when then first come into your game. Tracks which client is which identity (and links identities you use to some common based identity)
• Presence: Tracks if players are active/online.
• Notification/Communicator: Allows direct client->client communication (can route messages between clients as required). Handles notifications, receipts, invites.

Its a lot to build.

Theres a lot of examples of pieces of this, ie Presence (https://aws.amazon.com/blogs/gametech/building-a-presence-api-using-aws-appsync-aws-lambda-amazon-elasticache-and-amazon-eventbridge/) but you really need to know your requirements and have a good design first.