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 5.8 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.