how to remove empty strings from list, then remove duplicate values from a list

Amiram's answer is correct, but Distinct() as implemented is an N² operation; for each item in the list, the algorithm compares it to all the already processed elements, and returns it if it's unique or ignores it if not. We can do better.

A sorted list can be deduped in linear time; if the current element equals the previous element, ignore it, otherwise return it. Sorting is NlogN, so even having to sort the collection, we get some benefit:

public static IEnumerable<T> SortAndDedupe<T>(this IEnumerable<T> input)
{
   var toDedupe = input.OrderBy(x=>x);

   T prev;
   foreach(var element in toDedupe)
   {
      if(element == prev) continue;

      yield return element;
      prev = element;      
   }
}

//Usage
dtList  = dtList.Where(s => !string.IsNullOrWhitespace(s)).SortAndDedupe().ToList();

This returns the same elements; they're just sorted.

To simplify Amiram Korach's solution:

dtList.RemoveAll(s => string.IsNullOrWhiteSpace(s))

No need to use Distinct() or ToList()

dtList = dtList.Where(s => !string.IsNullOrWhiteSpace(s)).Distinct().ToList();

I assumed empty string and whitespace are like null. If not you can use IsNullOrEmpty (allow whitespace), or s != null