According to some articles here, if you do not lockdown your wifi network at the house, pretty bad things might happen to you. You do NOT want to be visited by the FBI and be accused of downloading child porn.
Putting a password on your router is a fairly simple process and I highly recommend you do this after you power it on for the first time. Make it rather difficult to guess. You can write it down if you want to or store it on your phone or in your wallet, but do not write it down so that anyone can see that it is your wifi password. Plus, do not name your wifi system, the SSID, something like your last name or your address. You can name it whatever you want, like Fsck Off, or No Free Wifi For You, or something like that. See the below graphic to see what I am talking about.