First, the tool asked where to save the file. SSH Keys for user authentication are usually stored in the user’s .ssh directory under the home directory. The default key file name depends on the algorithm, in this case id_rsa when using the default RSA algorithm. It could also be, for example, id_dsa or id_ecdsa.
Then it asks to enter a passphrase which is used for encrypting the key so that it cannot be misused even if someone obtains the private key file. The passphrase should be cryptographically strong.
