What is Macintosh HD - Data - Data?
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 :)