Using gpg asks for passphrase. What is this please?

I am trying to get my head around using nitrokey storage and am advised to backup my keys before transferring them to the key. The command I am using is;-

gpg --export-secret-keys jane@example.com > sec-key.asc

When I run this command I am asked for a passphrase. What passphrase I ask? Was there something I did a while ago which I have forgotten or do I create a memorable passphrase now?

Real beginner here as usual.
Budge

IMO don’t overthink this.
I haven’t run this specific command but every similar command I’ve done asks for a passphrase when the backup is encrypted so that minimal security independent of any machine or user can be applied (so that you can decrypt on another machine or install if needed).

TSU