You can configure what applications should be started at login, in addition to the default startup applications configured on the system.
Use the Dash to find and open Startup Applications. Alternatively you can press Alt+F2 and run the gnome-session-properties command.
Click Add and enter the command to be executed at login (name and comment are optional). For example, to make Firefox start automatically, it's sufficient to type firefox in the Command field and confirm with Add.
You can either type the command, or click the Browse... button and select a command. Applications to autostart are typically located in the /usr/bin folder.