Entry translation differences Craft 2 and Craft 3
It appears I have to add a site as a language before I can localise/translate any content?


Yes. If you want to add a new language, you have to add a new site in Craft 3.


  It appears changing language is done in the list view of entries.


Changing the language is a matter of changing the site, which is done via the site dropdown in your 2nd screenshot.

Relevant docs:

https://docs.craftcms.com/v3/sites.html

https://docs.craftcms.com/v3/localization.html

If you have suggestions for enhancements/improvements, feel free to share them here: https://github.com/craftcms/cms/issues