Pass a merge list variable from Mailchimp to WordPresss and use it in a template

mailchimp-firstname-query.php

<?php

if (isset($_GET['firstname'])) { //we have a first name to work with

  $firstname = $_GET['firstname'];

  echo '<p>Hi '.$firstname.', here is your download.</p>';
  
} else { //there isn't a first name variable, so decide what to do

  echo '<p>Here is your download.</p>';

?>