Learning curve is still the main thing. knowing how to use set list and how to use sequencer is first, before being able to make any suggestions or ideas happen.
Start in sequencer is best and then set list organizes whatever work you did in Sequencer.
Set list is where you assign any sequencer arrangements, combi or programs and then you can scroll through them easily with a better user interface for scrolling through the selections. The SST (smooth sound transition) lets you seamlessly change from one set list or set list slot, all in realtime performance.
Thats when Derek's "keyboard track" option will make more sense.
The youtube videos should help. If you are a really fresh begginer, you owe some time on the "Kronos video manuals" that are on your included CD-Rom or found on youtube.
There are a series of them and even at my expereince level, video tutorials make a lot more clarity than reading the manual or guides.
Look out for other videos aside from Korg video manual. Lots of videos specific to areas such as Sequencer and Set list, on youtube.
Kronos is so versatile, that when you ask for how to do something without giving exact details of what you want to do, you end up making the most experienced people scratch their heads wondering exactly where to start. Kronos can approach just about anything from a number of ways. And easy to get confused while still learning the options available.
It will be easier if you come with exactly what you want to do, what parts, how you want them to interact and be controlled. From there, specific areas of kronos can be suggested and even explained if you have no experience in those areas.
https://youtu.be/7JHf1XqzBOU *sequencer mode basic tutorial*
https://youtu.be/8NUga0pLLgY *set list mode basic tutorial*
I found it easier to start by learning Combi mode and then moved to sequencer mode where it is the same but with added features heaped on for a nice compact recording studio.
The videos above should open suggestion in youtube to many other related videos.
These should help you narrow down your questions, because "how to make a song on kronos" is about as broad a question as you can get..