When you create the subscription form for your web site with FeedBlitz, all that is asked for upfront is the visitor's email address. This keeps friction down for visitors as they start the dual opt in process.
When you add custom fields to your account, the form on your site does not typically change (there is an exception - see the update below). This keeps your site maintenance to an absolute minimum and you never have to alter your site's look and feel as you modify your custom field settings, saving you a great deal of time and hassle.
Instead, FeedBlitz automatically asks for custom fields on the first page the user reaches after they first submit their email address. The data is requested at the same time the user has to pass the image / audio verification test CAPTCHA to prove they are human, as well as confirming their email address. FeedBlitz does not add any extra steps to the process, but simply collects that custom field data at the same time it collects the other information required to start the subscription. Now FeedBlitz adjusts the form automatically for you, so you don't have to worry about it or your site.
Update - Embeddable Forms DO now show custom fields