menu items are filtered by the page view roles, so any pages that the user is not in the allowed view roles will be filtered out of the menu and the user will not be able to access them by direct url either.

So, one solution is mark all pages with view role "Authenticated Users", then all pages will be filtered from the menu until the user logs in. All users get added to the "Autheticated Users" role by default when the user is created. In page settings you must remove also the role "All Users" so it is not allowed, as that allows unauthenticated users.