Two step verification

I have not logged on to my account for some time.  I was required to give verification of my email address.  When this was done I came to a screen which was asking me to set up an additional two step verification.  I found this very confusing - the first screen was asking for mobile phone app.  Strange as it may seem I do not use a mobile phone. Some how I have accessed my account.  Must I have this additional log in security?  I am happy with just userid and password.