What is Macintosh HD - Data - Data? I just formatted my Macbook Pro. Using macOS Catalina 10.15.4

At boot, I pressed Cmd+R to enter recovery. I then used the disk utils to erase the "Machintosh HD - Data" partition.

I then went over to reinstall the OS and when prompted to choose between "Machintosh HD" and "Macintosh HD - Data", I chose "Macintosh HD". That gave me an error, saying basically that nothing could be installed to that partition. I then retried, but this time used the "Macintosh HD - Data" partition. All good, the OS installed and here I am now... just opened up Disk Utils and I see this mess:







What on earth happend? How can I fix this mess? Screenshots of each partition are above.
What you have done is upset the logical volume "Macintosh HD".

For security reasons macOS Catalina splits the logical boot volume, in your case "Macintosh HD" into two physical volumes, one for all the system files and another for the use data which has " - Data" put on the end of the name. You've erased half the logical volume, you should have erased either the whole disk or the whole container.

Since your drive is blank the easiest way to fix this is to erase the entire physical device.

To start click the pop up "View" in the top left corner and select "Show All Devices".

Here's what mine looks like.



You can see the disk has one APFS container with two physical volumes. The Mac shows these to you as one logical volume.

Now select the drive right at the top (in my case this is "Apple SSD SM1024L Media") and then Erase. Problem gone :)