Why is the bishop processing into the church twice?
The bishop first enters into church wearing the cappa magna which is an incredibly long cape that represents the earthly glory that he has as a ruler in the Church. He comes into the church alone with a server holding the cappa magna and, after he spends some time praying at the altar of the Blessed Sacrament, he enters into the secretarium (which will be in the sacristy for our Mass) to vest for Mass. His earthly glory is stripped from him and he instead places on his vestments for Mass which represent his divine glory as an alter Christus. (Which means "another Christ" as all priests are at Mass by virtue of their ordination.) After he is vested, he enters church again in a grand procession and begins Mass.