This article is based on material authored by members of the news.newusers.questions Moderation Board and nnq-workers mailing list.
Your newsreader software should have a way of listing all the newsgroups that your news server carries. After the list has been downloaded from your server (it may take a while), you can browse for groups that interest you. When you find one that you want to keep, you can subscribe to it so that it will reappear automatically the next time you open the news window.
Probably no server carries all newsgroups in existence, so you may find it useful to get a comprehensive list. However, please note that these lists are very long, and it can be difficult to use them to find newsgroups on specific topics. For that purpose, you will probably find it much easier to use a newsgroup search engine such as Google Groups.
For the "official" list of newsgroups in the Big-8 hierarchies (comp, humanities, misc, news, rec, sci, soc and talk), see the article labeled Subject: List of Big Eight Newsgroups in the news.announce.newgroups newsgroup. You can also find the list on the ISC FTP site.
You can find a large list of newsgroups in many hierarchies (including the Big-8, alt.*, and many national, local and regional hierarchies), at ftp://ftp.isc.org/pub/usenet/CONFIG/newsgroups. This list is about 2.5 MB in size as of February 2017; appending .gz will get you a compressed version in gzip format. This is supposed to be authoritative for the Big-8; it’s not authoritative for any other hierarchy.