Due to more than one person being confused by the term 'followed by' & just to be clear…
First you must close the dialog telling you to do this, to get back to the password entry field.
Then, if your password is
pa55word and your verification code is
123456, then in the password field you must enter
pa55word123456 all in one string at one time.
According to this Apple Support page, the issue is two-factor authentication with older devices/iOS.
What if I use two-factor authentication on a device running older software?
If you use two-factor authentication with devices running older OS versions, you might be asked to add your six-digit verification code to the end of your password when signing in.
Get your verification code from a trusted device running iOS 9 and later or OS X El Capitan and later, or have it sent to your trusted phone number. Then type your password followed by the six-digit verification code directly into the password field without any spaces between the password and the verification code.