Why am I not asked for password at startup?

In the file /etc/lightdm/lightdm.conf, comment out the line starting with autologin-user=.

For the record, in 'Applications Menu > System > Users and Groups' you can toggle the option 'Don't ask for password on login'. However, lightdm.conf apparently overrides this on startup. As far as I can tell, there is no way to change this through a GUI.