You can set the page where you will be taken to if you click on the counter on your site.
By default you will be taken to the listing of your last 100 visitors. You can change this and choose to be taken instead to the general stats menu from which all the other reports are available
Note that this does not apply if you set your stats to 'private' (in the Premium Settings section). For private stats, clicking on the counter will take you to a login page where you will need to enter your password.