Why would they need to log in unless they’re going to the dashboard to update or modify their profile or some such thing? Otherwise they could just go directly to your site.
If you want them to go elsewhere after logging in, you need to specify where. On the link you give them to go to wp-login.php, add a redirect_to parameter specifying where they should be going after they login.
Like this: http://example.com/wp-login.php?redirect_to=http://example.com/whatever/