Audience has a built-in double opt-in or verification email.

This is the email that is sent when someone signs up to a list for the first time.

Under settings, once you have setup your email provider you can customise these settings.

You can set the Name and Email of the sending account. 
Set the subject.

Add a header to the email and text so the user can understand what you need them to do.

You can also change the text and colour of the button in the email.