We understand how overwhelming and confusing this could be for a new user. But you will soon find out how useful it would be for you in the future. We would recommend you not to cover every thing quickly. Focus on building your site, bringing visitors, posting content. When you are stuck at something, focus on that specific problem and try to solve it using tutorials on our site or else where.
The key is when visitors hit your blog it needs to look like something. This will lure visitors to want to sign up for your mailing list in exchange for something of value that you offer. This could be a special report, an ebook or some other free gift. Marketers call these “lead magnets” because you’re attracting leads that you can eventually convert as you sell them products and services.
After you have entered your "List Name" you will need to enter a "List Description." Here is where you will describe the kind of information you'll be sending from this list. There is a 400 character limit for the "List Description." Subscribers will see your "List Description" on the unsubscribe page if they ever go to unsubscribe from your list. Once you are done entering your "List Description" click the "Next Step" button.
I have used both, and I agree with your analysis. The great thing about MailChimp is that it lets you see the email in different clients. That is really the hardest thing about sending emails. However, you can use that service without doing everything else through MailChimp. Also, once you get the hang of it and develop templates, it no longer is much of an issue.
I’m not sure but as far as I can remember (or at least about 2 years ago) I found a function to activate the subscribers without their needing to opt-in (even though a warning from Aweber would pop up). I lost about 70% of my subscribers in my very small list back then when I changed, but I’ve been able to grow it ten-fold since. And I used opt-in, because I didn’t want anyone to complain to me later.