To clarify the terminology:
- Block lists are publicly maintained lists of domains, hosted on a web location somewhere. When you subscribe to a "block list", Pi-Hole will go to the web and read the entire contents of that block list and add it to gravity (the master list of blocked domains). If you look in your block lists (Web admin GUI > Settings > Blocklists), you see that it consists of web addresses that lead to block lists maintained at each web site.
I would avoid a lot of the lists you find sprinkled around the internet. Many have been adapted from other ad blocker software (AdBlock, for example) and don't follow the correct format. The best collection of blocklists in my opinion is maintained at: https://firebog.net by wally3k, one of the developers.
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The black list is a locally maintained (on your Pi-Hole) list of domains that you want blocked, typically put here because they aren't on one of your subscribed block lists.
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White list is a black list in reverse. It's local, but you are telling Pi-Hole not to block that domain.
My advice - start with the seven standard block lists that you installed with Pi-Hole. See how that works for you. If you are seeing things you don't want, then blacklist them. If things are blocked that you want, white list them.
There is a big temptation to go out and collect block lists like treasure coins. Typically all this will do is give you a lot of false blocks and drive you nuts.
DNSThingy is a Chrome browser extension that works well to show you all the domains that are requested with a website. It is discussed a bit in this thread, which is worth a read: