Set your user for automatic login in
System Settings ->
User Accounts ->
Automatic Login (you will need to press the "unlock" button and enter your password before you can change the automatic login setting).
gnome-screensaver-command -l will cause the screen to be immediately locked, which can probably be added to your autostart items.
gedit (or other text editor of choice), create
/home/USERNAME/.config/autostart/screen_lock.desktop with contents:
And hopefully it will automatically login and then lock the screen.