Settings->Accounts->Sign-in options
Change “Require sign-in” option to never instead of “When PC wakes up from sleep”.
Should add I’ve never tried it. Also, this might be specific to the Anniversary Update, not sure. It’s just what I’ve got.
You can remove the PIN, but then it might ask for password instead.
If you fully shut down you might have to put in PIN or password. Just use sleep, as that will power it to minimal anyway and much faster boot.
All said, you might want to look at individual accounts anyway. There’s a settings option under Accounts for family members. Allows them to have their own preferences, can set limits for kids and spy on them 😉 if that’s relevant, and you don’t have to keep signing out of web sites to sign in with their account, keeps your browsing private etc.