Hi Brent:

You can make "pages" private by setting the "Visibility" in the page properties to anything other than "Public". 

You can access the page properties by going to Pages > Manage Pages, and selecting the "gear" icon next to the page that you want to make private.

If you need to make dynamically generated content like the Shop private, that can done by customizing the controller class for that page and setting auth="user" on the route definition.

EDIT (in response to Ricardo's question):

The Shop pages are dynamically generated using a controller class. 

https://github.com/odoo/odoo/blob/15.0/addons/website_sale/controllers/main.py#L219

The access control for the out of the box controller class is defined as public (auth="public"). If you extend the class and set auth="user", the Shop will be accessible only to logged in users.

Here's an example of how to extend a controller class.

https://github.com/odoo/odoo/blob/15.0/addons/website_sale/controllers/main.py#L125

Hope this helps.