This is an additional option on Single Choice and Multiple Choice questions that allows you to easily create a followup question. The followup question will be automatically created with logic so it is only shown if the "Other" choice was selected by the respondent.
Adding "Other, please specify" is as easy as adding any other choice. You also have the same choice options as for the normal choices on the question.
The choice label you enter will be used as the question text on the Open Text question that is created. The label can be anything "Other, please specify" is only a suggestion.

When you save the question two separate questions are created, one Choice question and one Open Text question.
Please note: This functionality is only available when creating a new question. If you are adding the "Other" choice to an existing question you will need to create the followup question separately.