The Two Factor login is created for privacy and security reasons, for those who have access to information of others in the ERC database.
This is inconvenient the first time, but if you set it up well, you will not be bothered any further.
Attached you will find guidance to set up your login. The easiest way is to use a code generator on a mobile phone.
Which currently is not in the manual, is that you can prevent this question from being asked each time you login: by ticking the box to remember the code on that device:
For the rest, the guidance attached should help. In other case, do not hesitate to contact the ERC Office (firstname.lastname@example.org).