Multi-factor authentication (MFA) is a method of confirming a user's identity in which a user is granted access only after successfully presenting 2 or more pieces of evidence (or factors) to an authentication mechanism:
1) something they know (e.g. password),
2) something they have, or
3) something they are
A very common second step is a 6 digit number generated by an app that is common to the user and the authentication system.