By default, even when you have a password set, you can access your mailbox from your own extension without needing to use the password. This is because your extension number is set as a 'trusted source'. Your system maintainer can change that if required. They can also add other numbers as trusted sources for your mailbox if you require that.
Mailbox access from numbers that are not trusted sources requires entry of your mailbox password. For example, entry of your password is usually required if your maintainer has configured a method for you to access your mailbox from remote locations other than your own extension.