Those children may be part of your family, but when it comes to your gadgets, you must treat them like pick pockets in a subway station. If a thief grabs your Galaxy S4, you'll want it to be locked so that he can't get in and start reading your email or accessing your online banking tools. By the same token, you should set a password on all your devices-- from your tablet to your desktop PC--even if they never leave your home.
Use a strong password or long PIN rather than an unlock pattern, because even a 1-year-old can guess that. To enable password protection on an Android device, go to settings->Security->Lock Screen and select Password or PIN. On iOS devices, tap Settings>General>Passcode Lock. You can then choose a simple PIN or longer passcode.
Don't forget to lock your devices as soon as you walk away from them. On phones and tablets, you can usually lock by hitting the power button. In Windows, Window key + L will force the next person who touches the machine to log in.