When you want to use your own SSL certificate on Cloudfront, you must upload your certificate to IAM. In order for the certificate to be usable at cloudfront, its path must be prefixed with /cloudfront/, else it will not show up in the list.
The information below is distilled from a forum post at the AWS forum. The explanation is for when you are use the aws cli to upload the certificate (which is the only possible way at the moment of writing this post).
aws iam upload-server-certificate --server-certificate-name my_cert --certificate-body file://my_cert.crt --private-key file://my_key.pem --certificate-chain file://intermediate_and_root.crt --path /cloudfront/
It is possible to differentiate further in the path, it can be --path /cloudfront/whateveryouwanthere/, for exaample.