Blizzard on my iPhone?

What could this be?

Just the new mobile authenticator app.  Designed to give you an extra measure of security when it comes to logging into your battle.net account.  Currently only Warcraft III and World of Warcraft support it, but the upcoming Starcraft II and Diablo 3 will both support it for online play. It’s not required, but it’s nice to have to make absolutely certain that your account isn’t hacked.

This forms the second factor in a secure authentication scheme (something you have) in conjunction with your password (something you know).