They are asking for you to verify with your number to know that you are legit. No one gets your number, only Listia. They ask your # then you pick if you want to be called or texted a special code that you enter in the space provided, that's all. You can also link your Twitter.
You can also add another picture of this set with your username on a piece of paper or something to let us bidders know that you truly have this in your possession.