FileVault 2 lets you encrypt your entire home directory so that thieves and other malicious members of society cannot access your data provided that they do not know your password.
If you're ready to start using FileVault, go to the official Apple FileVault 2 documentation. The initial encryption process will take some time. Make very sure that your battery is charged and your computer is plugged into the wall to prevent data loss due to power shortage.
Remember that it is important for you to remember your password and to keep backups of files on network shares. We cannot recover any of your data for you if you lose your password.