I try to sign on and Discord wants an APP on my phone so it can get an additional authentication code because an e-mail address and a password isn't enough. I don't want MORE passcode generating apps on my phone so I can log on with a desktop computer ... I have enough that I NEED for remote access to secured servers at work.
I have not seen this in Discord. I am certainly not advocating it for something like a RPG chat room.
But the app that they want is (should be) generic.
I use Google Authenticator, as I need it for 2FA for GitHub. I also used it back in my office. But there are several apps that will work.
It's TOTP, a time based password generator.
What's happening is that the apps are really little more than random number generators, and the generators are synced when you configure them in the app. Essentially, you're presented (typically) with a QR Code on the website, which contains a long ID and that plus the current time acts as the seed for a random number generator. And that's how the codes are generated.
TOTP has been around a long time, and is in common use.
If you already have a TOTP app on your phone, you very well may be able to use that with the Discord system.
Also, FYI, make sure you follow any instructions regarding recovery as dictated by the host site.
For example, GitHub, if you lose your TOTP device, you are out of luck, and required to use recovery codes to get your account back. Your password is not enough.
I stress this because I've updated by phone before, and lost the code for my Google Authenticator app, so I was forced to recover.
Most sites do not do what GitHub does, but I simply mention it that its very possible to lose the data in the app, so make sure you understand the recovery procedure for your credentials.