How can you send to only customers that have opted into the newsletter?
By default, MageMail will pull in all of your customers that have not previously unsubscribed into your newsletter recipient list. This is generally recommended for US-based merchants, as a previous business relationship is usually a good enough reason to send someone a newsletter (we're not lawyers, so please get legal advice if you think you need it).
However, if you need to strictly only email people that have opted in to the newsletter (for GDPR compliance, for example), you can enable that under Settings > Store > Require Newsletter Opt-In.
If you have that enabled, you will see the newsletter opt-in as a condition in your segments: