To start off click the Connect button in the Mailchimp section on the settings page:
You will see a screen to enter a username and password of your Mailchimp account:
Personal Discount does not store your credentials not even sees them for a moment. Authorization is handled by Mailchimp and if it passes then Personal Discount gets only an authorization token.
When you log in successfully then you get back to the settings page. Now you can choose a list that you want to be served by Personal Discount:
Once you selected the list hit Save:
What's next?