Whether this issue occurs in all document libraries? To all users? In all machines?
You could follow below tips to troubleshoot the issue.
1.Internet Options -> Security tab -> Trusted Sites -> Sites -> Add your web site into the zone.
2.Internet Options -> Security tab -> Internet and local intranet -> Custom level -> User Authentication -> Choose Automatic logon with current user name and password.
3.Go to the Windows search bar and type services.msc then right click it and run as administrator -> Check whether WebClient service is running.
4.Refer workaround in this article.
5.Perform Windows update in the issued machine.
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