Money In The LIST

I have been receiving alot of emails telling me about this, "Money is in the list". As a newbie in this internet business online or on internet, I start looking on and on and ask myself, What is this "Money is in the List". What list are they talking all about. As I searched aroung on the internet, I finally grabbed some ideas about this LIST they are talking me about, "Subscriber List"?. I am not too sure anyway.. I have to build my own subscriber list in order to be successful and make huge profits or money on internet? Is this so? How am I going to build my own very list to be so successful online? No internet gurus are telling me how to create that so called big "List". I don't even know how to start from scratch to build this list. Am I laughed at? I have make my website, free website. They are telling me though free website also can make money, but through the "List". Again I am caught in despair, frustrated. Finally I said, I have no list so I can not make money. Where is this "List"? Please come to me in a very simple word how to build this "list" and I will build it, HUGH and BIG List..