When you open Appearance>Menus Dashboard, there are several modules there. One of them is the Pages Module. Click on the "View All" tab and you should see "Home" as an option to be added. Tick the check box next to it and then click on "add to Menu" button. If it's not in the position in the menu you want it to appear, drag and drop it to where you want it. Make sure to save the Menu itself.
If you don't see the Pages module at all, click on "screen options" in the upper right corner of your browser window and make sure it is checked.