If your account is currently being logged in automatically, you need to stop that. Go to System Preferences -> Users & Groups, click the Login Options button, then click the lock in the bottom left corner of the window, if it's locked, entering your password when asked. Finally, select Off from the Automatic Login pop-up.
Note that your account already has a password, so if you don't know what that password is, you may have some difficulty. You can't change it without knowing the current password. There are ways to reset it, if you get into that situation.