I have found that there is a lot of information on the internet in regards to setting up "dynamic" navigation in Jekyll. The problem I've noticed is that a good amount of these implementations are overly complex. Here is the simplest way that I tend to use when building out nav elements in Jekyll (3.9.0 as of this writing).

Creating the Directories & Files

In your Jekyll project, at the top level, you need to create a directory called _data. Inside this folder we will be creating a new file called navigation.yml. The contents of this file will contain all your navigation links and they are rendered like so:

- title: Home
url: /

- title: Articles
url: /articles/

- title: About
url: /about/

Dynamically Rendering the Navigation

The next and final step is rendering out the navigation with a simple loop:

{% for item in site.data.navigation %}
    <li>
        <a href="{{ item.url }}"><span>{{ item.title }}</span></a>
    </li>
{% endfor %}

Highlight Current Page

It's also very easy to extend this method to add a CSS class based on whether a user is on the currently selected page or not:

{% for item in site.data.navigation %}
    <li>
        {% if item.url == page.url %}
        <a class="active" href="{{ item.url }}"><span>{{ item.title }}</span></a>
        {% else %}
        <a href="{{ item.url }}"><span>{{ item.title }}</span></a>
        {% endif %}
    </li>
{% endfor %}



/* Custom styling for active class */
li a.active { color: red; }

Congrats! You now have fully functional, dynamic navigation on your Jekyll site.