Of course you do not have to read every message. The listing will give you the email address for subscriptions, often a separate address to post messages, and a third address for the person that administers the list. The listing will also give you the exact wording for subscriptions. Remember that the mailing list is administered by a computer so you must follow the directions for each list accurately. It would be unreasonable to expect the volunteer who oversees the mailing list to make all changes to the list manually.
Many mailing lists have their own archives of past messages searchable on the Web or by using email.
I subscribe to a mailing list for K-12 teachers around the world called Kidsphere. It is a great place to make contacts for specific Internet projects with other schools. You can also ask questions and pick the brains of fellow educators. It is often quite interesting to receive comments from teachers in other countries. Their perspectives can be very enlightening.