Wishlist page is created automatically on activating the YITH WooCommerce Wishlist plugin. If the page is not created, then
- Navigate to Pages > Add New.
- Give it a name, say Wishlist and enter the shortcode [yith_wcwl_wishlist].
- Make sure Default Template is chosen under Page Attributes > Template.
- Check on Hide Page Header under Electro Page Options Meta box.
- Click on Publish.
- Navigate to WooCommerce > Settings > Wishlist and make sure the page created in the above step is selected against the Wishlist Page option.