My Favorites lists all the scores you added to your favorite scores, either via the website, either directly in the app. It's the easiest way to keep track of the scores you like to play, as well as saying to the creator of the score that you like their work.
Favorite a score
To add a score to your favorites, tap on the three dotted icon ⋮ and press Favorite. To remove a score from your favorites, tap on the three dotted icon again and press Unfavorite.