Keychain Access is a MacOS app that stores your account information and passwords in an attempt to reduce the number of credentials you have to constantly manage.
When you visit any app or service which requires entering a password (it can be a website, your email account, server or other password-protected service, Keychain may give you the option to save the password).
If you choose to save it, it will be stored in your Keychain so you don’t have to type it in each time the service or app requests it.
CyberGhost stores your credentials in the Keychain for safety and convenience. Every time you connect to a VPN server, CyberGhost will access the Keychain for the password and you may get a prompt for your Keychain password*.
*The Keychain password is usually your macOS User password (the one you use when starting the macOS device). The Keychain password may be different IF you have deliberately set one specifically for the Keychain app.
In order to skip this prompt in the future, click the always allow button after you enter the password and you will never have to worry about it again.