The idea behind these double-layer passwords is to make it harder to use a password that's compromised or guessed. You're asked for a second piece of information that only you are supposed to know.
To balance security and convenience, you can typically bypass this check the next time you use the same Web browser or device. It won't help if someone steals your laptop, but it'll prevent others from using your password on their machines. If you're logging in at a library or other public computer, remember to reject the option to bypass that check next time.
