You must first setup a forum for yourself from
https://moot.it/setup/
Then you need to input the forum name from the Moot plugin settings. See:
https://moot.it/docs/wordpress.html#setup
After that you can use the shortcode.
Got the same issue..
The forum on Moot is set up, the plugin settings updated w/ its name, the shortcode is entered.
The result I am getting is just a hyperlink to the forums: http://esma.lv/forums
Please kindly assist!