I wanted to do something very simple:
Use a page in my blog in order to list all the posts that I have written in the blog.
After doing some attempts using the loop, that were unsuccessful (there is something when loading a page that is different than loading a post, and the loop is restricted to that page, so probably you need to work around with a new query), so I tried to use other functions:
wp_list_pages (http://codex.wordpress.org/Function_Reference/wp_list_pages) but as explained here: http://wordpress.stackexchange.com/questions/63567/wp-list-pages-refuses-to-output-posts it does not work for post_types that are not hierarchical, so it makes no sense to try to list the posts with it.
So I tried the function wp_get_archives (http://codex.wordpress.org/Function_Reference/wp_get_archives) and it works beautifuly.
Let me know your comments