On the Main Menu > CRM > Lead Soruces, is where you can check and manage your Lead Statuses. Also, you can always create new ones by pressing the “Create Source” button on the top right corner of your screen.
Some statuses are created by default, Other, Partner Referral, Phone Enquiry, Purchased List, and Web, are default sources created by MyDev. You can always create more based on your preferences and needs.