Failed authentication: no such index [_opendistro]

Hello folks,
I am trying to setup ODFE in my local environment. I have followed the documentation and now I am able to see ODFE-Kibana login page. But in Kibana logs, I see an error as follows.

Failed authentication: Error: [index_not_found_exception] no such index [_opendistro], with { resource.type=\"index_expression\" & resource.id=\"_opendistro\" & index_uuid=\"_na_\" & index=\"_opendistro\" }

Plus, I have disabled opendistro_security plugin in elasticsearch.yml for testing purpose by using

opendistro_security.disabled: true

Is there anything wrong with my configuration?
Thanks in advanceā€¦