If any task that require a root previledges, you will be asked for root (sudo) password.
As userDepth said in comment that When you log in to your session you are already logged in,
Login for terminal, What is it? What happened when we open it?
It is a non-login interactive shell. In this case of an interactive but non-login shell, only ~/.bashrc is executed. In most cases, the default ~/.bashrc script executes the system’s /etc/bashrc.
You can read:
When you login to system and open a terminal,it's a gnome-terminal and when you did Ctrl+Alt+F1, it is Virtual terminal. Virtual terminals can be accessed by pressing Ctrl+Alt+F1 till F6. To come back to the graphical session, press Ctrl+Alt+F7.