Two-step auth users on WP.com can quickly get confused when trying to sign into the app. We should add clear instructions in the app to help them create an application-specific password.

I've added a better description of the error in ​146107f4f05d7dae759381ecfe8ca6c5e0a0ed84.
Unfortunately the support page ​http://en.support.wordpress.com/security/two-step-authentication/#application-specific-passwords doesn't work fine on mobile browser, and redirect users there doesn't seem to be an option.
I've then tried to redirect the user to the settings page ​https://wordpress.com/?ssl=forced#!/settings/security/, but even this one is not "mobile friendly".