Erich Riehl uses Apple’s two-factor authentication (2FA) system with his iCloud account. This is the system that Apple released in September 2015, and which replaces the older two-step system entirely in iOS 11 and macOS 10.13 High Sierra. (If you’re using two-step and upgrade to either of those, Apple converts you to 2FA.)
The first step in Apple’s 2FA is a location alert that appears on every computer and iOS you own logged into the same Apple ID account. The notion is that you should validate that the location is correct before you proceed to get the code. Clicking Don’t Allow terminates the login attempt.
For Erich, however, he’s seeing a login attempt from Monroe, Louisiana, which he found confusing. He gets this alert when he is trying to log in at iCloud.com, and wondered if it were legitimate.