The sheet is unprotected by default, but all the cells are selected to be locked when you protect the sheet.
View - Toolbars - Protection will display the Protection toolbar. Drag and drop it into your menu.
If you want just some cells protected select the whole sheet, in the top left corner, and click on the far left button in the Protection toolbar (lock cell). This will unlock all cells to be unprotected when you finally protect the sheet.
Then hold down Ctrl and click in each one of the cells you want protected and finally click again in the "Lock cell" button to select these cells to be locked.
Finally click on the third button in the Protection toolbar, Protect Sheet, and choose how you allow the user to enter and manipulate the locked worksheet.