Using double opt-in provides a secure way to collect email addresses. A double opt-in email is an email that is sent to a contact after they get added to your list to confirm that they consent to receiving communications from you/your company.
For example, when a person submits their name and email address to subscribe to your newsletter that is the first opt-in. They would then receive an email with a confirmation link they must click to confirm that they want to receive the newsletter from you. That is the second opt-in.
Using a double opt-in email ensures that you are building a high-quality mailing list. The people on that list are more engaged since they went to the trouble of confirming that they wanted to sign up. This means they are more likely to open your emails and less likely to report your emails as spam.