If it's when you go into admin mode, it wants additional authentication for elevated rights.
If you've run into the problem that it keeps asking you while you use it normally (i.e. every couple of minutes), then there's something wrong with your browser - it's not keeping the authenticated session information properly so JIRA can't tell that you are logged in. Test it with another browser (or incognito mode) and/or another machine, and try clearing the cache and cookies and restart the browser.
If it is only for admin mode this is a normal behaviour. After 10 min. of inactivity the admin session is timed out. See https://confluence.atlassian.com/display/JIRA/Configuring+Secure+Administrator+Sessions
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