If you are installing your theme from the WordPress theme installer, but get a message that says Are you sure you want to do this?, most likely your web server is configured with low PHP settings that only allow a certain size ZIP file to be uploaded via WP admin.
Most hosting companies configure their servers to only have the maximum file upload size limit at 8-10 MB, some are less. The Avada theme ZIP is currently about 8 MB in size. So if you get this error, your web server is rejecting the upload due to the overall size of the Avada.zip file. WordPress is unfortunately giving you a rather ambiguous message in response. This is not a theme issue or bug.