Open the main menu (Alt-F1). Under Administration, click on Login Window. Then click on the Security tab, switch on "Enable Automatic Login" and choose the user-id in the drop-down box.
The settings for XFce is very similar to Gnome: Applications > settings > login window.
Open your main menu (ALT-F1). Choose system settings. Click on the Advanced tab. At the bottom select Login Manager.
You have to click on three items here:
- Switch on "Enable Auto-Login"
- Switch on "Enable Password-Less Logins"
- Choose user-id.
You don't have to be concerned that this trick will somehow lessen your security. Anybody with linux experience will be able to bypass the login security. If you want security look into encryption, eg Bcrypt, Ncrypt, Pad, GnuPG and EncFS.