Screen Lock (iOS and Android): Means you have to enter your biometrics (Face ID, Touch ID, fingerprint or passcode) to access the app

Enable Screen Security (iOS) or Screen Security (Android): On the iPhone this prevents data previews being shown in the app switcher, while on Android it prevents screenshots being taken

Registration Lock (iOS and Android): Requires your PIN when registering with Signal (a handy way to prevent a second device being added)
Incognito Keyboard (Android only): Prevents the keyboard from sending what you type to a third-party, which might allow sensitive data to leak