I disagree.
In my humble opinion the subject is Eso : (Eso) no me da la gana, the subject being a person(thing)that is accomplishing the action.
Yo or mi are in my opinion the complemento indirecto - who receives the action.
I would actually say something like, "(A mí) no me da la gana hacer eso" which would put "A mí" as the subject.