Most people have heard of, seen, or touched an iPhone; and millions more use them every day. They are a very handy and convenient device, so much so that people tend to accumulate a lot of personal information (contacts, notes,web sites and their logins, etc) on them.
This makes the device a prime target for attackers, both pranksters and malicious ones. If you leave you phone unattended anywhere, chances are, someone is going to pick it up and look at it and try to do something, so your first defence is to have a passcode set for your device, you can configure this in the devices Settings -> General -> Passcode Lock screen. This screen will allow you to select a four digit passcode that must be entered to access your device when unlocking it, you should also set the Auto Lock setting to immediate.
This will stop the casual person from picking up your iPhone and doing most things, they can still make an emergency call and answer your phone.