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In javadoc for ConcurrentHashMap is the following:

Retrieval operations (including get) generally do not block, so may overlap with update operations (including put and remove). Retrievals reflect the results of the most recently completed update operations holding upon their onset. For aggregate operations such as putAll and clear, concurrent retrievals may reflect insertion or removal of only some entries. Similarly, Iterators and Enumerations return elements reflecting the state of the hash table at some point at or since the creation of the iterator/enumeration. They do not throw ConcurrentModificationException. However, iterators are designed to be used by only one thread at a time.

What does it mean? What happens if I try to iterate the map with two threads at the same time? What happens if I put or remove a value from the map while iterating it?

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What does it mean?

That means that each iterator you obtain from a ConcurrentHashMap is designed to be used by a single thread and should not be passed around. This includes the syntactic sugar that the for-each loop provides.

What happens if I try to iterate the map with two threads at the same time?

It will work as expected if each of the threads uses it's own iterator.

What happens if I put or remove a value from the map while iterating it?

It is guaranteed that things will not break if you do this (that's part of what the "concurrent" in ConcurrentHashMap means). However, there is no guarantee that one thread will see the changes to the map that the other thread performs (without obtaining a new iterator from the map). The iterator is guaranteed to reflect the state of the map at the time of it's creation. Futher changes may be reflected in the iterator, but they do not have to be.

In conclusion, a statement like

for (Object o : someConcurrentHashMap.entrySet()) {

    // ...

}

will be fine (or at least safe) almost every time you see it.

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