How do I add a Size filter to my shop page?

Add a filter type on Settings → Appearance → Catalog Settings, Filters tab:

1. Click + Add Type.
2. Enter the Title (required), for example Size. Set Type to Filter and Data Source to Manual options.
3. Pick a Display, such as Checkbox list — multiple, set Status to Active, and click Add Type.
4. The Options window opens. Click + Add Option, enter the Label and a Value that exactly matches your products' Size variant option, for example M, and click Add Option. Repeat for each size. Leave Value blank to reuse the label.

The filter then shows products that have a matching variant.