Without knowing the specifics of the routing, it's hard to say exactly why you were presented with this document. Here is what I know about the Connection Information Document.

The way I know for this document to come about is having a connection with an airline that we don't have an interline agreement that allows Delta to check you in. An example of this would be having a flight going SFO to ATL on Delta and then going from ATL to LGA on another airline that we don't have an interline agreement for check in.

If this wasn't the case, could you provide a little more detail and we could try and see why you got that document.