A lot of people are new to the whole Battle.net scene. BNET is the account management system for all Blizzard Games. From there you can manage your game accounts, add services, and even purchase some of their games. There is also a separate authentication system they offer and I 100% recommend you set it up right now!
As a WoW player I have seen it countless times. People have their accounts hacked. Items are sold off, characters are deleted. Even last night some of my friends and I had a huge scare when one of our accounts mysteriously logged on and off (it is a shared account so multiple use it). I know personally it would make me lose my mind if I was to have all my hard work taken away.
And in WoW it is a serious problem. Most MMOs have to contend with gold, item, and account selling but with Blizzard it seems to be a particularly huge issue. Account hacking was for a while an epidemic with waves of accounts being compromised. In response, Blizzard started rolling out an authentication system.
You can buy a keychain from the Blizzard Store for about $7, or you can get a mobile application for iPhone and Android phones. You sync it with your account and it will generate a random number every few minutes. This number is required for you to log into anything (battle net website, the game etc). Since it is not on your computer and is random it makes hacking your account drastically more difficult.
I recently added the authenticator (via my phone) onto my account and I whole heartedly recommend it to anyone playing any Blizzard game. Just having another layer of security makes me feel so much safer, not to mention it is free. While SC2 probably doesn’t have the same security issues, I would hate to log into my SC2 account to find I have no friends since I have been spamming them with “buy this” messages, or that my record is ruined since they just joined games to lose. It is definitely worth the time to set up.