If you have multiple users set up on your Mac but you usually always login as the same user, you can set up automatic login so that you don't have to select a user and enter a password when booting up your Mac. To set this, go to System Preferences and select Accounts (in the System section). Once there, click on Login Options which is shown under the user accounts:



Once you click this, you'll see a bunch of options. The first one is labeled "Automatic login:". If you select a user from the list of users shown to the right of this, that user will automatically be logged in when you Mac boots.

If you have automatic login enabled, you can always turn it off when you are booting up if you want to select a different user at the time of login. To do this, hold down the Shift + Option + Cmd keys once the gray screen is shown with the Apple logo on it. If you do this, you'll get the usually login screen that makes you select a user.