What you want to do here is control different parts of your site via user roles.
Things like forums and blogs you will want unlocked and viewable by guests because they can draw search engine traffic.
Things like photos and the newsfeed you can restrict to only registered members...
My guess is that you want members to sign up to your site before they can see anything: So the first page you want them to see is the "sign in page" http://yousite.com/sign-in
To do this you need to make your first menu item the dashboard.
That way users will get directed to the sign in form whenever they visit your site.
If after they login you wan them to go to a specific page like you main page then use a plugin called login redirect so when they sign in it goes to a specific page.
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