Welcome to LQ!!
What distribution (version) of Linux? eg maybe Ubuntu 8.04?
During the installation of any Linux version, you will be asked for a username and password. Did you see that?
OR--perhaps you are talking about booting a live CD?? These sometimes as for a login, but it is usually just something like "root", "admin", "guest", etc. Check the instructions if nothing works.
If the system is completely installed, you can get into it without a password by booting into "single-user" mode: When you first boot up, you will see a screen with the choices of what to boot. Hit any key to stop the countdown, then "e" for edit. Select the kernel line, and hit "e" again. Add the word "single" (no quotes) at the end of this line. Now, when you boot, you will be in a root environment with no password required. Now you can change usernames and passwords.