What does it mean when you want to sign a document and it suddenly says "SHA-256 krypteringsnøgle"

This is a fairly normal message when you want to sign with Dansk NemID and this window will not present your document but instead you will be greeted by the following wording:

It is therefore part of the process of signing with NemID and to continue with the signing, you just need to enter your credentials from NemID and then complete the signing.