You can add playlists and streams to My Sonos so you are doing it a bit the hard way.

https://support.sonos.com/en-us/article/save-the-queue-as-a-sonos-playlist

https://support.sonos.com/en-us/article/add-tracks-to-the-queue

Awesome. Thanks, I’ll check it out. 

I have several playlists saved to My Sonos and it works well 

I do have playlists in My Sonos and I could take My Songs and save them as a Playlist. But if I add a song or two or maybe I delete a song and add a song, then I have a different group of songs. So I save that as a My Songs playlist. It will be slightly different than my previous My Songs playlist. I could delete the previous one or keep them both. I just thought it would be a good option to be able to hit the PLAY arrow and My Sonos songs collection would play the entire collection rather than one song. I am probably making a mountain out of a molehill but it struck me as being something that should be a standard function. 

You must add the playlist to the Queue or replace the Queue.

Ok. I think I’m starting to see how that works!

Okay I tried it again in the light of day and it still doesn’t work. I go to My Sonos, then to Songs and there’s no way to add it to the Queue and there’s no way to play them other than one at a time. I just want to hit Play and be done with it. I tried creating a new playlist but that takes too long. I went to Edit from Songs but that’s just to delete.  The only way I’ve ever been able to do it is to play the first song, go to the three dots on the second song and hit Play Next, but that’s a hassle too. 

In the library display, before adding a track to the Queue, drop down the listing. Here you will find options, such as “Add to end of Queue”, “Replace Queue”, etc.

Maybe this will help, the app guide: https://www.sonos.com/en-us/guides/s2

I’m not seeing “Songs” in my - My Sonos, what is your exact section heading?

Closest I can see in mine to what you are describing is “Recently Played” and that section is exactly what the name sounds like, a dynamic (system controlled, not user) list of the music you have recently played.

The Stations and Playlists sections are not dynamic and you have control of them.

Thanks Stanley. 
OK, I think I’m getting closer to the issue. In My Sonos, I have Recently Played. Albums. Sonos Radio. 
 

however, my music service is Deezer. And on that same My Sonos screen I have, Deezer, and below that I have Playlists. Songs and Stations. So what I was missing is that Songs is part of Deezer, within the My Sonos screen. So I’m not sure if it’s a Deezer issue or a Sonos issue. 
If I go to Albums, which is below My Sonos, and click on an album, it goes to a second screen that shows all the songs on the album and at the top there’s Play or Shuffle. Fantastic!

But if I go further down the My Sonos screen, to Deezer and then Songs. I click on Songs and it goes to a second page that shows all the songs. I think it allows around 40 songs on the My Sonos screen. So these are like my favourite songs or the songs that I have recently discovered.  But I can only play one at a time and I’d like to just hit Play or Shuffle or pick a song halfway down the list and have it continue playing from wherever I start it. I’m rambling, I know, but that is precisely my issue; that I can’t play my favourite songs continuously and it’s too much trouble to make a playlist or add them all to the queue. But maybe it’s a Deezer issue and in that case I’m not sure where to look for an answer. It’s all on my Sonos app so I still think that the Sonos people may have an answer. I haven’t read the link you sent yet so I will check that out. Thanks for your help. 

Don’t use Deezer so no help there.

I do use Amazon and I can add Amazon Stations to My Sonos as well as Amazon Playlists and individual songs and albums. I can also add them to a Sonos Playlist.