Confusing Alphabet Staircase
Jelly, 9 bytes

ØAjṪ$Ƥż¹Y


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How it works

ØAjṪ$Ƥż¹Y  Main link. No arguments.

ØA         Yield "ABCDEFGHIJKLMNOPQRSTUVWXYZ".
     Ƥ     Map the link to the left over all prefixes, i.e., ["A", "AB", ...].
    $        Combine the two links to the left into a chain.
   Ṫ           Tail; yield and remove the last letter of each prefix.
  j            Join the remainder, using that letter as separator.
      ż¹   Zip the resulting strings and the letters of the alphabet.
        Y  Separate the results by linefeeds.