If you had all of your passwords, credit card numbers, account numbers, addresses, phone numbers, your social security number, and your client's confidential information stored on paper, you'd make sure it was in a locked box, right? After all, if someone took the box, you wouldn't want them to be able to just open it right up and take all of your stuff?
So why isn't your phone locked? It probably has all of the above information on it. If you would lock that information up if it was in paper form, why not when it is in digital form on your phone.
Android phones make locking your phone easy and even give you several lock options. To access them, open up your phones setting's and find the screen lock menu. From there, you will have the option of enabling several different locks, including a dot pattern (my lock of choice), a pin number, and a password. And on at least the Galaxy S4, there is the option of using the camera to allow your face to serve as the unlocking method.