Anonymous users in your app is no issue. Set your security level (Project Security) to ‘Production’ and define your roles and permissions in your modules.
Mendix provides all building blocks for you to authenticate. So there is no need to build custom login html to keep out anonymous users.
You can use the override page title function in the show page activity to do this.
For older versions of Mendix I built a widget for this (back in Mx7). It may still work in Mx9 but I would use the override page title feature.
You can download it here.