Captive portal checks
Firefox's captive portal detector tests whether the network connection requires you to log in. This is sometimes the case when using a public Wi-Fi hotspot. Firefox does this by regularly connecting to http://detectportal.firefox.com/canonical.html. Firefox will also make connections to this URL to check if your current network supports certain technologies such as IPv6.
What to do after the captive portal check
If the page was left open by Firefox, you may simply close it.
If this happens frequently please file a Networking bug and describe what happened (requires creating a bugzilla account).
How captive portals work
A captive portal is what we call a network that requires your action before it allows you to connect to the Internet. This action could be to log in using a username an password or just to accept the network's terms and conditions.
The way most networks do this is by redirecting you to such page. Firefox will make automatic connections to detect these redirects. When those happen, you will see a notification indicating that you may need to log into the network. Normally after you do this the tab will be closed automatically. Sometimes it will be kept around to display a message from the network's owners.