Whichever date is highlighted in the mini-calendar will be added to the Date List upon clicking Add Date to Date List. At that moment, another date will be selected in the mini-calendar, depending on the step value that can be adjusted in Preferences. (The default value is 1 day.) This can greatly aid moving through the calendar and selecting occasional consecutive days. The little arrows on the mini-calendar allow you to move that calendar forward and backward by 1 month. You can also set up OddCal to jump forward and backward on the mini-calendar at greater, or more specific intervals.
Pay close attention to the popup list at the bottom left of the main window. The names of all of your iCal calendars are here, and the bottom selection allows you to create a new calendar:
Choosing that option brings up a new window where you can enter the name of your new iCal calendar:
This calendar is created immediately in the Calendar Store upon clicking Done (or pressing the Return key), even though nothing obvious happens on-screen. When the window closes, your new calendar is selected in the popup list as the current default calendar.