This probably is not caused by a Firefox setting...

Websites typically check a visitor's location using your IP address, which is assigned by your service provider or, if you are at a public wi-fi hotspot, by the hotspot owner's service provider.

There are services to re-route your requests through another part of the world, but I don't know which ones are trustworthy (such services generally can see all your browsing requests).

I don't think that you can do much about this. It is a message that comes from the server.

This issue can be caused by corrupted cookies or cookies that are blocked.

• check the permissions on the about:permissions page and in "Tools > Page Info > Permissions"
• https://support.mozilla.org/kb/fix-login-issues-on-websites-require-passwords

Clear the cache and remove cookies only from websites that cause problems.

"Clear the Cache":

• Firefox/Tools > Options > Advanced > Network > Cached Web Content: "Clear Now"

"Remove Cookies" from sites causing problems:

• Firefox/Tools > Options > Privacy > "Use custom settings for history" > Cookies: "Show Cookies"