You can also consider a Javascript solution by adding a portion of code that will redirect people to the page if not loggued in :
<?php
/*
Plugin Name: Héroes y Pasta
*/
include_once(ABSPATH . 'wp-admin/includes/plugin.php');
function iniciatodo() {
if(is_user_logged_in()) {
?>
<p>Hola tio</p>
<?php
} else { ?>
<script>window.location.href="http://gexy.es.cx/login/";</script>
<?php }
}
add_shortcode("inicia_todo", "iniciatodo");