Hey 00testa,
Thanks for getting in touch! While this is actually a question best directed to our main support team over at http://kb.mailchimp.com/chat, I can help out.
There are actually two places you can change this. By default all the form-related emails use the same Email Address and From Name as your list on the whole. If you go in MailChimp to Lists > your list > Settings > List name and defaults, you can change the default From Name and Reply To address there.
However, if you want to override those values for the particular form email, you can go in the list to Signup Forms > General Forms. Then, you can choose the appropriate email (in this case “Opt-in confirmation email”) from the Forms and response emails drop down menu. Once the correct email is selected, you can click the Design It tab, and change the related From Name and Reply-To email address there.
For further questions regarding MailChimp usage, I recommend getting in touch with our support team. If you have questions related to the WordPress plugin specifically, we’ll be glad to help out here!
Thanks,
Gabe