Hello
You could set this up where the user just clicks a link and is shown a "success" page. In this scenario, you could set up a workflow based on the email events entity that runs when new email events are created. In the workflow, you would check to see if the generated email event was a click type email event and if so, that the link clicked was the link to your double opt-in success page. You could then update the record of the lead or contact associated with the email event in a way that allows them to be added to a dynamic list or gives you some criteria to use to easily add them to a static list (perhaps add a custom "opted in?" two option field to your lead and contact records that is set to yes by the workflow).