Mailchimp API key
The API (Application Programming Interface) key will be your identifier with Mailchimp to communicate directly with them.
This identifier is available directly in your Mailchimp account, in the menu
Extras >> API keys
For users of the multi-shop mode, I would advise you to create one API key per shop to more easily identify calls to Mailchimp
All you have to do is copy the Mailchimp API key and paste it into the module form and save.
For such complex data, it is always better to copy/paste than to copy by hand at the risk of making mistakes.
After registering the API key you will automatically be taken to the list choice, but you can come back at any time to configure the exclusiiosn to be taken into account in the Exclusion tab.
Next step, the list.