Unfortunately, PGML is not well documented. I will be doing a session on it a week from Monday, and will go over many of the details. In the meantime, you can use
this lab as a reference, as it includes examples of most of the formatting that you will need to do, and has menus that act as references for the various formatting rules.
For your particular case, simply do:
* First thing
* second thing
Note that PGML is based on
Markdown, so you can use Markdown documentation os a guide for non-WeBWorK formatting, in general (though there are many flavors of Markdown, and not all extensions are included in PGML).