How to append to the end of an empty list?

append actually changes the list. Also, it takes an item, not a list. Hence, all you need is

for i in range(n):
   list1.append(i)

(By the way, note that you can use range(n), in this case.)

I assume your actual use is more complicated, but you may be able to use a list comprehension, which is more pythonic for this:

list1 = [i for i in range(n)]

Or, in this case, in Python 2.x range(n) in fact creates the list that you want already, although in Python 3.x, you need list(range(n)).

You don't need the assignment operator. append returns None.

append returns None, so at the second iteration you are calling method append of NoneType. Just remove the assignment:

for i in range(0, n):
    list1.append([i])

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