Authentication / login mechanism (non wp-admin)

You can use the wp_loaded hook to push all non-logged-in traffic to the login screen. Note how I’ve passed $_SERVER['REQUEST_URI'] to wp_login_url() – this is passed as a URL parameter to the login page, and once a user successfully signs in, they’ll be redirected back to the URL they were originally trying to visit.

function wpse_178177_redirect_to_login_if_guest() {
    if ( ! is_admin() && ! is_user_logged_in() && $GLOBALS['pagenow'] !== 'wp-login.php' ) {
        wp_redirect( wp_login_url( $_SERVER['REQUEST_URI'] ) );
        exit;
    }
}

add_action( 'wp_loaded', 'wpse_178177_redirect_to_login_if_guest' );