There are a few different preferences around your Mac that control this behavior. If, for example, you have Location Services turned off within System Preferences> Security & Privacy> Privacy, then you may be seeing warnings like this one instead:
While turning off Location Services entirely is certainly an option if you’re concerned about privacy, there are a ton of cool features that rely on it, such as Find My Mac and Apple’s Maps program. I personally think the potential trade-off is worth it, but if you’re more paranoid than I, you might disagree. I’m having a hard time imagining anyone actually being more paranoid than I am, though.
Just because you're paranoid doesn't mean they aren't after you.
In any case, even if you’ve got Location Services turned on in System Preferences, you can still control how Safari treats each particular website that asks to use that info. When you see the pop-up in my first screenshot above, you can choose to allow each website or deny it, and you can also check the “Remember my decision and don’t ask me again” box to stop being prompted for permission for the sites you visit regularly.
There are also a few settings that you can change to alter Safari’s overall behavior. To check those out, go to Safari> Preferences, click on the “Privacy” tab, and then look under “Limit website access to location services.”
Those first two choices are fairly self-explanatory, but if you’re either privacy-minded or just tired of the pop-up requests, pick “Deny without prompting.” After that, websites won’t ask you to use your location at all. Be aware, though, that choosing that option may make some websites behave oddly if they’re dependent on your location to function.
Finally, if you’d like to change the decisions you’ve made in Safari—for example, if you’ve told a certain website that it can access your location, but now you don’t want to allow it that privilege—you can reset your choices. To do so, pick Safari> Reset Safari from your menu…
…and then select only “Reset all location warnings” from the box that appears and click “Reset.”
Afterward, Safari will ask you again what you want to do for every site that requests your location, and you’ll be able to make different choices than you did before. No need for any tinfoil hats, my friends—you’re in control of who gets your data and when.*