I assume previously you had your computer set to login automatically. To my knowledge, the MacOS can't be set up with no password, so you DID have something before, you just didn't need to enter it to get to the desktop.
If you have no idea, you should be able to boot from the Leopard install disc and use the password reset utility (it's in the menu) on it to reset your account password. It won't change your keychain password, so if you had anything saved in there (say, web or email passwords) you'll need to reenter those in a fresh keychain.
Once you either remember or reset your password, Login Options in the Accounts preference pane should let you set it up so that you don't need to enter your password to login when you turn your computer on--select your user, enter the password.