When designing REST API is it common to authenticate a user first?
The typical use case I am looking for is:
Edit 3 years later
I completely agree with Evert, use OAuth2 with HTTPS, and don't reinvent the wheel! :-)
By simpler REST APIs - not meant for 3rd party clients - JSON Web Tokens can be good as well.
Previous version
Use a cookie anyway and break the stateless part of REST.
Don't use sessions, with sessions your REST service won't be well scalable... There are 2 states here: application state (or client state or session s) and resource state. Application state contains the session data and it is maintained by the REST client. Resource state contains the resource properties and relations and is maintained by the REST service. You can decide very easy whether a particular variable is part of the application state or the resource state. If the amount of data increases with the number of active sessions, then it belongs to the application state. So for example user identity by the current session belongs to the application state, but the list of the users or user permissions belongs to the resource state.
So the REST client should store the identification factors and send them with every request. Don't confuse the REST client with the HTTP client. They are not the same. REST client can be on the server side too if it uses curl, or it can create for example a server side http only cookie which it can share with the REST service via CORS. The only thing what matters that the REST service has to authenticate by every request, so you have to send the credentials (username, password) with every request.
credentials -> (identity, permissions) cache on the server to make authentication faster. Be aware of that if you clear that cache, and the users send the same request, they will get the same response, just it will take a bit longer. You can compare this with sessions: if you clear the session store, then users will get a status: 401 unauthorized response...Cookies are not necessarily bad. You can use them in a RESTful way until they hold client state and the service holds resource state only. For example you can store the cart or the preferred pagination settings in cookies...