For an intro to all things Dapps, see our User Guide here.
MetaMask has enabled Privacy Mode by default. In order for sites to see your wallet address, they are required to ask you for access.
You will only be required to do this once per dapp. Some legacy sites may not request access properly. If you go to a dapp and it does not see your wallet, it will require you to add it to the Connections under settings.
For more information on dapps, see here.