I don't fully understand how two factor authentication works.
If I choose 2FA using google authentication, then does that mean tit will send me a passcode on my google authentication app on my phone (which I haven't downloaded yet).
Does it tie to the google account associated with my gmail address on file with Kraken automatically?
Keep in mind that I log in with my desktop.
I wouldn't recommend you to use Google Authenticator since you can't easily backup your accounts with it and it's not tied to your gmail account. This means that if you lose your phone and you haven't saved the 2FA secret code, your 2FA accounts are gone. I suggest you to use a open source app like andOTP (the one I'm using) that allows you to backup your 2FA accounts.
Basically, when you want to login to your account, you will need to get your 2FA code from your phone and use it as an "additional password" (which is always different from time to time and it's only valid for one login session). This makes it very hard to lose your account to hackers, since they would need to breach your PC and phone at the same time.