Task lists can be a valuable tool to free your working memory for focussed study. When you are trying to mentally juggle all those things you must do, including all the other subjects and the stuff of regular life, it takes up a major part of your working memory and makes your studying less effective. Making lists frees that memory and helps you be more focused and efficient. Furthermore, making lists at the end of the day for upcoming tasks will help free your mind and get better sleep.
Be reasonable with your lists; arrange your work into a series of small challenges that you can accomplish in a sensible amount of time. Otherwise there is just more guilt or stress associated with failing to accomplish what you planned. Of course this doesn't mean holding back - set reasonable goals that will be met most of the time, and occassionally not so much. The more you do this, the better you will be at estimating how long tasks will take. And don't forget: include breaks and time limits in your lists. Do some enjoyable activities during breaks, and most importantly, take time to enjoy your successes.
Work on the most difficult or unpleasant tasks as early as possible and keep trying!