Image Source : https://wiki.opnsense.org/manual/how-tos/two_factor.html
2FA is a 2 factor-authentication which adds extra layer of security above password. To add 2FA you have to download google authenticator app either on your mobile phone or on your PC. On which device can you add 2FA depends on your facility. If you think that your mobile can lost easily than add 2FA on PC but adding 2FA on PC. Adding 2FA on PC will limit your usage of that crypto exchange just to home. You will always need your PC (desktop computer or laptop ) to login into exchange but with mobile you can login at mobile places.
Always Keep Account Of Current Account Balance
If you loose access to 2FA then secret key might not help you alone. Other question will also be asked by exchange to unlock your account. They can ask you about your latest account balance or latest transaction (withdraw or Deposit) and they would also like to know your current IP address.
Add 2FA To Multiple devices
If you think that there is danger of loosing one device but chances of loosing more than one device are less as they are always less so you should add 2FA to multiple device but this will decrease security because in this case you will have to keep both devices private from others so that no one close to you has access to your device.