Had a similar problem. No list of devices shows up on mine, and no "autofill" button shows, either, like on my previous ipod shuffle.
I clicked on the "ipod" icon near the top right of the screen that appears when you have your device plugged into the computer. Then clicked on the "Music" button, which is in between the "Summary" and "On This ipod" buttons at the top of the next page that appears. Checked the box for the playlist I wanted, after checking the circle for "selected playlists, artists, albums and genres". Then clicked on the "sync" button that's located at the bottom right-hand corner of the page.
Believe that that worked, except my ipod only plays in the "shuffled" mode, which isn't what I want!. Can't get it to change, either on the computer or on the Shuffle.