The question of identity is fundamental to security. We need to know who is asking for a service so we can be certain about whether they are authorized to access it.
For this reason, humans need to authenticate before accessing almost anything. Consumers may understand why it is important, even if it does occasionally cause them annoyance. However, many of us are less aware that machines need to authenticate in exactly the same way as humans. When any customer sends their password to a bank website, how do they know that it is actually their bank and not a website . . .