Thanks for hopping in the forum. If you're seeing that message it could be that your connected to an incorrect account. The first thing you might want to try is verifying that the username and password are correct. From the MailChimp Setup page in WordPress, disconnect the plugin then log in again double checking the username and password are the same as the account with two lists. You can also find your username from your MailChimp account on the My Profile page.
If you're using the same username and password and still seeing that message we will need a little more information. Can you send us the username you're using to login into the plugin? Send that to wordpress[at]mailchimp[dot]com When it's sent, reply to this thread so we can check it out. We will also need the version of the plugin are you using?