Full Walkthrough - How To Set Up A 2-Step Opt-In
This article and video describes how to make an opt-in where your user enters a small amount of information on the first page, and is then taken to a larger form with the data they've already entered pre-filled. The form is submitted at both stages so even if the user doesn't complete the larger form, you still have the lead.
To create a more simple type of 2-step opt-in, where there's just a single submission but the user needs to click a button to reveal the form, see:
Download this guide for a full walkthrough of the process: