Hi Loic, Gmail is a personal web mail tool. But it’s free, and many people use it to spam with email tools like MailChimp. So web mails (even Gmail…) are very suspicious when MailChimp emails have a [a]gmail.com Sender — maybe because most of them are spam and Mailchimp is mostly used by entrepreneurs or companies with their own domain.
To make sure emails don’t go in spam, you must use a domain based sender email like firstname.lastname@example.org or loiclemeur.com and configure your registrar DKIM and SPF settings (i think for Mailchimp only DKIM is needed) : http://kb.mailchimp.com/delivery/deliverability-research/set-up-custom-dkim (go into your Mailchimp account and they will tell you what setting to add to your registrar from there)
By default, web mails and other “spam check servers” trust new domains except if they notice too many “spam notices” from people reading them.