Being logged in affects you earning money. That money can be used in shops and for general requests, gifts, etc. If you aren't in, then you can't earn the money.
I know mine kept logging me off, you may need to allow it on your internet. I have info on that in this thread: Viewing Single Post From: Conversion Finished!
Once you log in, generally you won't need to log in again the entire time you are on. If you log in automatically, you basically never have to relog into the AIO system, but you will have to do it if you log in and out.