Lol. Sorry. It is asking you to provide a new password - pick one and remember it. It will be the password for the root user, and you will be able to log in using an ssh client (Putty, WinSCP, etc) using that password, so it needs to be reasonably robust, and not the default password that the device ships with. If you got that far before, then you pretty much know how to install it - just dream a password and continue