Can I import my stuff from Wunderlist?

What kind of formats does Wunderlist export to? Would it allow export as markdown?

I do not think so. It can export (or be imported from) Microsoft To Do. But, then, MS bought Wunderlist. So, they must be the same software.

Agenda does seem to work with Microsoft To Do, but this would be more like using as a replacement for the reminders app. Do you have a lot of notes in Wunderlist or just single tasks?