I'm working two jobs, both part time. I'm 17 so I have no real sense of what I'm doing, but I'd rather avoid legal trouble. For my second job, I filled out a W-4. What am I supposed to do for step 2?

Well, you will need to file a tax return every year that report your income and calculates the amount of tax owed.  You report all your income on a single tax return that you file once, even if you have more than one job.  Each regular job will send you a W-2 form in January; they must be mailed or posted online for you by January 31.  You must also report other taxable income even if you don't get paperwork, like side gigs.  Once your tax is calculated, you get credit for any amounts that were withheld from your paycheck, and if the withholding is more than you owe, you get the difference as a refund.  You can generally start to think about filing your tax return early in February when you get your W-2s; the deadline is April 15. 

The W-4 is used to let your employer know approximately how much income tax to withhold from your weekly paychecks so that when you file your return, your withholding will equal the tax you owe.  If you work more than 1 job, you should use the IRS calculator to tell you what to put on the W-4 forms, and submit a new form to both employers.  (If you don't take into account that you have two jobs, each job might withhold too little tax and you would owe when you file.)