Sometimes you may want to force a user to confirm before you send them through a long follow up sequence.
This can help cut down on bounces (for invalid email) & spam complains (from people who don't use their own email).
It can also help weed out people who use a valid email they have access to but do not have the motivation to ever check any of your emails (which will cut down on the total number of emails sent, and make your follow up sequence more targeted to individuals who are actively interested, cutting down on your SMTP bills)
The general setup looks like:
Optin page (take email) > Collect email, send them a verificaiton email
Thank you page > Tell them to check their email.
Optin page (confirm email) > add them to a list
Thank you page > Tell them they have successfully opted in.