Unless your computer is in a secure, private space accessible only by you, you must run a screen saver that will, after 15 minutes of inactivity, automatically lock your screen and require a password to unlock it. This is necessary, because an unauthorized person could see sensitive information or exploit the access to your computer.
Make a habit of locking your computer every time you leave it, so when you are ready to use it again it asks you for your password to log in. This will prevent someone from sneaking on to your computer and stealing files. See the step-by-step instructions for: