FileVault

The Apple documentation introduction to FileVault says the following:

Mac computers offer FileVault, a built-in encryption capability, to secure all data at rest. After a user turns on FileVault on a Mac, their credentials are required during the boot process.

When you first setup your Mac you are asked if you want to enable FileVault, this is the best time to enable protection. If you did not or need to validate your setup follow the official Apple documentation.