How to change the homescreen of an Ipod so when you turn it on if it is stolen the person is unable to use it?

Confusing question? I know lol. So I read an article a little while ago when the Iphone first came out about how you can change the home screen when you turn it on so that it goes thru to a screen where you put in a code so that if it’s stolen the person is unable to use it. So how exactly would I go out about doing this? By the way I don’t actually have an iphone I’m still seeing the pros and cons and whether or not something better comes out between now and next month