{I am not a lawyer. None of this is legal advice, of course.}
Django itself does nothing to tell your users authentication uses cookies.
If and how you choose to do that is up to you; also, there are some 3rd party apps to try to make this easier.
- Strictly necessary cookies — These cookies are essential for you to browse the website and use its features, such as accessing secure areas of the site. Cookies that allow web shops to hold your items in your cart while you are shopping online are an example of strictly necessary cookies. These cookies will generally be first-party session cookies. While it is not required to obtain consent for these cookies, what they do and why they are necessary should be explained to the user.
So in short, it's recommended you let users know you will be using a cookie, and why, but the GDPR does not mandate it for this type of cookie.
--
Curtis