Windows keeps a list of programs to start automatically in the Registry.
For the others, CCleaner gives you a way to stop them in their tracks. You may decide to let some do so - like messenger programs. Not every program has to start automatically.
This can be a real pain, because having a lot of programs start that way means it takes longer for Windows to start and the memory used can slow your PC to a drag. When you install a program, often it will set itself up so that it starts every time you start Windows.