Thanks for the help Cheryl. I checked and it is unlocked. I've never locked it (and I only use my phone to hot spot in sketchy places...thanks for the heads up)
When I went to open the link from mail to this thread, a Safari pop up appeared, so I'm thinking it was trying to access Keychain to...
For me, this has only started since upgrading to macOS Sierra.
It has manifested itself on my late 2015 MBP and my late 2011 27" iMac (both are running the latest OS)
Whenever I wake the MBP from sleep, within about a minute a pop up presents itself directly in the middle of the screen...