iTunes Connect: Two Factor Authentication
Logging in with 2FA enabled
If you're trying to add your iTunes Connect account with Two Factor Authentication (2FA) enabled, you will be greeted with an alert like this:

Indeed, you cannot log in with your regular password, but you can generate an App Specific Password, to use with Median.
Generating an App Specific Password
To generate an App Specific Password:
1. Log in to Apple with your Apple ID
2. Under Security, locate "App-Specific Passwords" section:

3. Click "Generate Password...". Type a label "Median":
4. Your password will be generated for you. Copy it and paste into Median's login dialog.
Finish iTunes Connect login
Switch back to Median, paste your newly generated iTunes Connect password, and you should be good to go!
Finish iTunes Connect login