I've used Twitter nearly every day for years, and the first I heard about bookmarks was on HN a while ago. I've always just used favs as a bookmark substitute.

They recently added it as a prominent menu item on the website, but it's still a complete mystery about how to create a bookmark (buried under share icon, which is semi-usable on desktop and completely awful on iOS).

Yes, this could be better. it's in the "..." menu in the Twitter website and iOS and Android apps, but not currently available in other apps.