Go to Setup > Customize > Communities > Manage Communities and click on Force.com to edit your Communities Sites settings.
When a user arrives your community URL, they are sent to the Active Site Home Page (top right of the page). The recommended best practice here is to set the Active Site Home Page to a routing page of some sort, that holds logic to either send the user to some page that they were originally requesting (usually a startURL querystring parameter) if they have an active session, or the communities home page (some VF page or default home tab, whatever "Home" is for your community) also if they have an active session or a login page if they don't have an active session. Your landing page should just consist of a page action, which calls a method that looks something like this:
// Code we will invoke on page load from any WWW or mobile user.
public PageReference wwwForwardToStartPage() {
String startUrl = System.currentPageReference().getParameters().get('startURL');
if (UserInfo.getUserType()=='Guest') {
return Page.PUBlogin;
} else if (startUrl != null && startURL != '') {
PageReference pageRef = new PageReference(startURL);
return pageRef;
} else {
return Page.PubHome;
}
}