When configuring your MailChimp module, you will be asked for a MailChimp API key and list ID. Both of these are located in your MailChimp account, and are accessible after logging in at www.MailChimp.com. Here's how you find them...
From the top, right menu, select Account, Extras, API Keys & Authorized Apps. Your API Key will be listed in the table labeled "Your API Keys". Best to copy and paste into the MailChimp Module setup.
When viewing your MailChimp Lists, select the list you wish to offer user sign-up, then click the word "Settings". Your list id will be in the bottom field of the resulting page. Best to copy and paste into the MailChimp Module setup. If you enter an invalid id, the module will default to the first list.