Problem setting up the first App in seller central

Hi, have gone through all the steps setting up IAM etc and then the App I created in seller central still lack of something, even it is just a private app for our own store.

Followed the steps to create oauthorization uri and try to open it from a browser and I got this:

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The whole process is quite complicated and I kind of lost, but I am sure I followed each and every step in the developer guide document.