The iCloud security code is the code you use to open your device. It's usually a 4 or 6 digit code. If you forgot it, or need to set one up, here's help.
Forgot Passcode https://support.apple.com/en-ca/HT204306
The iCloud security code protects your iCloud Keychain from being used on unauthorized devices. It's a good thing, so make sure you get it set up correctly where you can remember it moving forward.