Custom Objects let you create your own record types for things the built-in Contacts, Deals and Companies do not cover - subscriptions, assets, tickets, and anything else your business tracks. Each object gets its own custom fields and can be linked to deals.
Open Settings and choose Custom Objects.

Click New object, name your record type and add the fields you want to store. Once created, you can add records to it and link them to deals, so everything about a customer sits together.