You only get the choice of a single value because that is all that a raster (normally) can hold. I presume you want to create a DEM from your XYZ data, so for the attribute, pick Z. QGIS will then calculate the value of the cells of the raster based on the location of the points (you will have used the x and Y values when you converted from csv to shapefile). Now this is where you need to make a decision:
If you know that your points represent a regular grid of contiguous cells, then set the resolution of your raster to match (e.g. if you know the csv has points with a spacing of 10m x10m, then you set the horizontal and vertical resolution to these values). This is your simplest use-case.
If your csv represents sample points, then you will need to use a different tool because you will need to interpolate the data 'in the gaps'. There are many different interpolation methods and which one you need will depend on your data and would really be the subject of a separate question. I'm guessing you want the previous method.
Once you have created your raster, double check that you have data. The output might LOOK black, but that could be just because no statistics have been calculated on it. Go to the style tab of the layer properties and you'll see a tool to calculate statistics (which are used for rendering the image) on the right hand side of the dialog. Set 'extent' to full and accuracy to 'actual', then click load.