OTP (One-Time-Password) is a 6-digit number generated and sent by Fido as an SMS to your mobile number. This is to verify your mobile number is correct and to prevent the fraudulent use of your mobile number. The SMS will be sent shortly after you enter your mobile number on the login screen, once you receive it simply complete the OTP in the verification screen and press next.
Note that a new OTP confirmation will be required each time you have to log in to your Fido Account.