The Ancient Artefact states:

Roll 1 die when you are about to engage in battle or psychic combat.

I had always assumed that the use of this Object was optional, until someone (credit to Fulgur14) on the Talisman DE forum mentioned that the card does not say " You may roll 1 die... ". And they are correct, it doesn't say that. Is it supposed to be something that you must roll for every time you are about to enter combat?

I am a little stumped by this. Nearly all objects use the phrase " You may... " to indicate they are optional. Curiously, this one does not. Should it always fire, whether you want it to or not? Am I just overthinking this?

I've read it the same way.

It's a bonkers artifact that always does ... "things" in combat.

Note however that you do have the option to ditch it.

It is optional. Check the Rulebook about Using items.

What passage are you referring to? http://www.fantasyflightgames.com/edge_minisite_sec.asp?eidm=29&esem=4

All objects are definitely not optional.

The Living Doll is a good example.

http://www.talismanwiki.com/Living_Doll

"Must" is the keyword between optional and not optional.

Talismanamsilat is right, check rulebook page 16 (Having and Using Cards):

When a character implements the ability of a card’s text box, he is considered to be using the card. Using cards is optional, and a character may always choose when to use a card he has. For example, the Cross allows a character to automatically destroy Spirits without resorting to psychic combat. The character may choose not to use the Cross and may attack a given Spirit instead.

A Sword says "Add 1 to your Strength during battle", but I think you agree this can be used or not.

Of course the Living Doll is not optional. It says "you must take the Doll and ditch all of your Objects" and this is at variance with the basic rules that say that using cards is optional.

My bad, thanks for the explanation!