For some of my changes, the system is asking for a password? What is it and how I can set it?

To be able to do some of the changes in the system an access key is required (like changing the price template).

To set the access key please navigate through Users & Customers from the sidebar -> Users.

The Access key could be a simple 4-digit number that you can remember easily. Here is a link to a short video: How to set up an access key?