I do not think you are talking about Windows Home Server here, but about Windows 10 or another client Operating System? If so, which one?
I found on Windows 10 the automatic sign in happens with local accounts, if there is no password set. Do you use a local account or a Microsoft ID to login to the system in question?
Your wording however is unclear, do you want disable automatic sign in and be requested to enter a password as the subject suggests or do you want automatically sign in?
Best greetings from Germany
Olaf