Hello

Normally I do not use bluetooth, so I do not know what the message in the title means.
In fact, I had nearly forgotten about this incident, because it happened a couple of months ago, and has not happened since. Still I would like to know what it is.

The message just went away before I was able to make a decision.

It had two choices:
- PIN correct
- PIN incorrect

I have tried Googling the message to find out what it means, but it yields very little results.
Is this some sort of security issue that I need to be aware of?

And yes, I checked the bluetooth address, and I do not recognize it.

When connecting two devices via bluetooth you need a check whether those are the correct devices you are pairing, as there can be many more devices using bluetooth in the vicinity.
That is why there usually is a pin sent to the device you try to pair, and you can only pair it if the PIN on the second device is correct. Selecting incorrect stops the pairing, as easy as that. If the message went away then you didn't respond in time or the pairing failed for other reasons (usually not within range or something similar).