Installed on your computer to ensure it recognizes your phone.
You forgot to turn on OEM Unlocking in the developer settings. Boot back into Android, finish setup, and enable it.
You allowed Auto Reboot in Odin. Re-flash with Auto Reboot disabled, then manually boot to TWRP as described in Step 5.
Navigate to Wipe > Advanced Wipe and select Dalvik, System, Cache, and Data. Swipe to wipe. (Do not wipe Internal Storage unless your ROM requires it).