Finally! I managed to properly setup Gnus for my set of maildirs. Before, I set a bunch of paths to my maildirs in the gnus-secondary-select-methods, like:
'((nnmaildir "mail1" (directory "~/mail/mail1"))
(nnmaildir "mail2" (directory "~/mail/mail2")))
And then I was unable to subscribe to these maildirs with the help of ^ and u keys in Gnus.
But, after another reread of documentation and blogposts, I found that I should not specify path to mine maildirs for the nnmaildir. I should specify path to the filesystem directory, containing my maildirs:
'((nnmaildir "mail" (directory "~/mail")))
After that subscription to maildirs in the Gnus interface is worked and I able to see my maildirs and e-mails 
#Emacs #Gnus