Problem with "Phone" app which always run on the top of my home screen

Hi. I have the following problem: Instead of my Home screen with all icons, my new Android Marshmallow run the "Phone" app on the top of it every time when I unlock the screen of my phone. It really bothers me since the "Phone" app is not my main program to run when I get into my Nexus 5 phone. I'd like to see only my home screen where I can choose which program to run myself, every time I unlock the phone. Thanks