Instead of adding pages to the top menu, is there a way to add a dropdown menu with all the categories, or adding individual categories to the top navigation menu?
I am using WP 3.9 with Shaken Grid Free theme.
When you're under Appearance > Menus, there should be a link in the top right-hand corner of the screen titled "Screen Options." Check "Categories" or anything else in order to add other items to the menus.
This is useful in other pages of the dashboard as well, because some important items (post revisions for example) are hidden there.