This adds my current directory to hotlist:
Ctrl+x > h
But I'm not able to list the hotlist. Read https://linux.die.net/man/1/mc:
C-\ (control-backslash)
show the directory hotlist and change to the selected directory.
I tried it, but it does nothing here:
Ctrl+BackSlash
I use Kubuntu.
From your profile,I assume you are using german keyboard layout. I am also using non-english layout, had similar problem. I think you should use Ctrl-AltGr-\ .
In any case, you can use the menu system using F-key and cursor navigation: F9 -> Command -> Directory hotlist