OpenID is a protocol that lets you use one site's credentials to log onto another site without having to create an account -- if you've ever used your Facebook/Google/AppleID account to log into another site instead of creating an account, that's the same general concept (although those sites don't use the exact same protocol). When we import stuff, we attribute the comments to the commenter's LiveJournal OpenID so they can log into DW using their LJ OpenID, without having to create an account on DW, and have the same level of control over their comment they have on the LJ version of the entry. Claiming your LJ OpenID with your DW account means that, for instance, if your best LJ friend imports/has imported their LJ account to DW, you can control all of the comments you left for them back in 2005 on Dreamwidth, using your DW account, without having to log into DW with your LiveJournal OpenID. The reason to do this before you delete your LJ account is because once you delete your LJ account, we can't authenticate that you're the person who owned it, so there's no way for you to log into DW with your LJ OpenID anymore. Does that make more sense?

That error message means you hit one of the windows where LJ was blocking us: wait half an hour, try again. It may take a few attempts to succeed.