Is authentication required for each API request?

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I have been through the authentication process which gives my Spotify app the necessary permissions to, for instance, create a playlist on my own Spotify account.

I did so by opening the below URL in my browser, which led me to a Spotify page where I granted the permissions asked for in the URL. 

https://accounts.spotify.com/authorize?client_id={CLIENT_ID}&response_type=code&redirect_uri={redirect_uri}&state=secretCheckHash&scope=playlist-read-private playlist-read-collaborative playlist-modify-private playlist-modify-public user-read-private user-read-email&show_dialog=true

However, now when I send a request to the playlist endpoint (https://api.spotify.com/v1/users/{user_id}/playlists) from my Python script, I get this response:  

{'error': {'status': 403, 'message': 'This request requires user authentication.'}}

I am able to successfully create a playlist by sending a request through the Spotify web UI, but each time I send a request, I am asked to grant permissions. 

I thought that as a Spotify user, I only had to grant permissions to a Spotify app once, but my experience suggests my app needs permission for each request. 

Am I doing something wrong? 

Any suggestions would be much appreciated.