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A common problem that I see in the issue queue relates to users not understanding that a "List" in the context of the Mailchimp Drupal module is not the same as a "List" as created on the Mailchimp website.
Obviously documentation goes some way to explaining this, but I wonder if this can actually be "designed out", by changing the terminology used in the Mailchimp Drupal module.
How about a term such as "Mapping", representing that you are mapping the "Lists" on the Mailchimp website with forms on your Drupal installation?