Hi sasa2209!
I, too, ran into this problem. MailChimp says “When you use MailChimp’s signup forms, we require the double opt-in process.”
So JaySeae is correct that they don’t really like single option; however, they do allow it via the MailChimp API!
It’s easy! They let you do it! I created a video here, but it’s 3 easy steps (no programming necessary with my video)!
1) Log into your WordPress site.
2) Find the MailChimp Plugin.
3) Modify the listSubscribe function.
Oh, here’s the MailChimp API link where they show you how to do single-optin.
Have fun!
-Vivian