The My Dashboards page is very similar to the Home page. It facilitates the organization of dashboards by letting users prioritize which of their widgets are needed on their home page, without having to remove the ones less needed.
The My Dashboard page can be accessed either from the tree on the left :
or by clicking on the tab if you are directly on the Home page:
When you access the page, it will be empty. You can add widgets by clicking on the Manage Widget button, and by selecting Dashboard Manager.
You can then follow the steps explained more in detail in the page Add Widgets to Home Page, since they are the same for the My Dashboard Page.