Hi, welcome!
There’s a couple of things you can do. First, check if you have Netlify Identity enabled in your dashboard settings (Settings > Identity). If you’re using Netlify CMS with git-gateway as a backend you also will need to enable Git Gateway (Settings > Identity > Git Gateway (last entry) > Activate). You can learn all about the Identity service here: Authenticate users with Netlify Identity | Netlify Docs
If this is happening on localhost while trying to reach the Netlify CMS’s admin panel and you do have Identity enabled, you might have entered the wrong URL. Try clearing your cache to enter the correct URL. This doesn’t seem to be the case, but thought I’d mention it just in case.