When you are finished with GNOME you should log out so that other people cannot start using the computer with your security credentials (and possibly cause damage to the system).

To log out you can select the Logout command from the Main Menu Button. You will then be asked if you want to logout, reboot or halt the system. If you reboot then the computer will restart, while halting the system will take it to a state where the power can be turned off. Logging out will take you back to the log in screen.