Create a login page before access to home page

How do you create a login page that shows up when the url of your site is entered or searched. Something like they have on gmail and Yahoo mail etc. which requires the users to enter their account info or register before they can login to the site.

I have tried using Ultimate Member plugin but since I am brand new to WordPress, web page development and not a developer I was not able to figure out/or it does not include such a feature. Can someone please guide me?

What I am looking for is that as soon as my website url is entered in the browser, the first thing that comes up would be a login/register page that authenticates users and only then allows them to access the site. As of now I am learning and developing my site so it would be just me who will access the site but I still want to enter a login/password before entering the website. Can you please advise of any plugins etc. that could help, preferably free ones please.