Your My Students list can be found in the bottom left menu of the program while you are logged in. It shows all students which currently have a document on your Caseload (i.e. at least one starred document). Depending on the screen you are on and the student you select, choosing a student from your My Students list will allow you to either quickly bring up a list of that student's documents or jump to the same form, same section for a different student as the form you were just working on for another student.
One common way of using your My Students list for quick navigation is during progress reporting time. Rather than searching for each student individually, then opening up the progress report, then repeating, simply: