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what's the reason to generate EOS private key? I already have MEW private key. I'm confused
sorry for being ignorant!

Because the EOS ERC20 tokens are distribution tokens. They will be frozen around June 1st 2018 so a snapshot can be taken. You would then access your tokens on the EOS blockchain with the EOS private key. Your Ethereum key would be irrelevant to EOS after the aforementioned date.