Creating custom Menu for custom theme

You can remove the container and ul tag like this:

<?php wp_nav_menu( array(
   'container' => '',
   'items_wrap' => '%3$s'
) ); ?>

Now you can see an architecture like this:

<li>
  <a href="#">item</a>
</li>

And i think you could adjust your stylesheet to adapt “li” tag.

Hope it helps.