Updating & Verification

I have just updated to iOS 8.0.2 at the end it took me thru a verification process. I chose my iphone as my device and it said it had sent a code, but I could not access my messages to get the code. There was another device that I did not recognize which in frustration I ticked. I have no idea what this device is and now I am concerned as to who/or what this is?? It has taken me to my home screen - where do I go to check my verification and the devices set-up?