Hi Farzad,
Finder is a mission-critical service and must run in order to properly log you in.
If you're used to using Windows, File Explorer might not seem to be open when you log in, but it's secretly running in the background (check Task Manager). Just like the Finder, if File Explorer doesn't run at all, you can't log in properly on Windows either.
If Finder always shows an open window by default when you log in, that isn't normal behaviour. Check your Login Items:
- Open System Preferences -> Users and Groups.
- Select the Login Items tab.
- If Finder appears in the list, remove it. (It will still run when you log in, but it won't open any windows until you interact with it.)