Tracking domains
Optimeleon only records events from domains on your project's allowlist. This is the first gate: until a domain is on it, nothing else in the install can verify.
Optimeleon records events only from domains on your project's allowlist. Anything arriving from a domain that is not on it is dropped.
That is why this is the first step and why it blocks the rest: with no domain configured, you could paste a perfect snippet and still watch every later step sit there, unverified, forever.
Your domains are set up for you
When your Org and its first Project are created, Optimeleon provisions your tracking domain as part of that setup. Step 1 of the checklist is therefore a confirmation rather than a form. Check that the domain shown is the one you actually intend to optimize, and move on.
your-store.myshopify.com domain. See Shopify.Adding another domain
Staging environments, additional country domains, or a second brand on its own domain all need to be on the allowlist before they will report anything. Domains are managed under Settings → Domains. If the pane is read-only for your project, ask your Optimeleon contact to add it.
www.example.com and shop.example.com, both need to be allowlisted. Cross-subdomain identity, where a conversion on shop. counts for a variant seen on www., is a separate mechanism covered in Consent & cookies.