Creating Features List in WordPress Post

Convert the items in the shortcode into an array, and return a list:

add_shortcode( 'features_list', 'shortcode_features_list' );

function shortcode_features_list( $atts = array(), $content="" )
{
    $content = trim( $content );

    if ( '' === $content )
        return;

    $items = explode( "\n", $content );

    $items = array_map( 'trim', $items );

    return '<ul class="features"><li>' . join( '</li><li>', $items ) . '</li></ul>';
}