Most W5100 boards do not come with a burned-in MAC address. What do you expect for a $19 card delivered? Most W5500 boards do have a MAC address provided on a sticker somewhere on the board.
Once you get into network config like you did, at the MAC stage, you enter the hex pairs separated by colons and hit enter. Example: AB:BC:CD
E:EF:FA
If you have a problem, close the terminal editor, reset the MEGA, and re-enter with the terminal editor. You cannot get locked out. If there is no response after entering the configuration code, just wait a bit. It might be choking on a default network setting but should respond again shortly.