been reviewing the data in google.com/webmasters . Everything seems to be going OK except I don't have any data showing under the Keywords No data available -google webmaster screen
I'm having several oddities in my webmaster tools also. One of my sites says "Site not indexed. Check the data for this site" but everything is ok. I think they have a few bugs to work out.
you can't have that keyword list , because i think your site is new and all your page is not indexed in google, google will automatically put keyword list after 3-4 months , so dont worry about it and just wait and watch