This could very well be end-users favorite new LEX feature, giving them the ability to customize their own nav bars.

First, open up what you’d like to see on the nav bar, this could be a dashboard, report, list view, etc. and then choose Open in New Tab.

Use the drop down on the new tab and select Add to Nav Bar.

If you ever want to remove or reorder the navigation items simply select Edit Nav items from the right side of your window.