Create a product attribute. Product attributes and sets have entity type id as 4.
Sample Curl
curl --location 'https://mygatewayurl.com/V1/admin/product/attribute/' --header 'Content-Type: application/json' --header 'Authorization: Bearer arn54g3xo6vsw4kl5gu2m233qirtfrru' --data '{"attribute":{"is_filterable":true,"is_searchable":"1","attribute_code":"glyde_size","frontend_input":"select","entity_type_id":"4","is_required":false,"options":[{"label":"Large","sort_order":0,"is_default":true,"store_labels":[{"store_id":0,"label":"Grand"},{"store_id":1,"label":"Large"}]},{"label":"Medium","sort_order":1,"is_default":false,"store_labels":[{"store_id":0,"label":"Moyen"},{"store_id":1,"label":"Medium"}]}],"default_frontend_label":"Size","frontend_labels":[{"store_id":0,"label":"Taille"},{"store_id":1,"label":"Size"}]}}'