My question is, can I check it just for one time and where should I write it?
You do check it one time, providing you are using django's built in authentication method then the whole handling of users is done for you, you don't need session user id's since django handles the user through requests with its auth middleware.
Once logged in there will be a user as part of the request object which will either be a AnonymousUser if not logged in, or an instance of your user class if you are logged in.
Are there some methods triggered before the views called?
Yes, middlewares, which you could write your own custom middleware but I don't really think you need it.
I check the login status within the MASTER PAGE in ASP.NET and it can control all the other page which import it.
I haven't really used asp.net but again, you don't need to do this, django handles its users for you (providing your using built in auth tools).
See Limiting access to logged-in users and the functions and properties available on the user class