On a relatively new installation of Piwik 0.6.1, I had configured "For anonymous users, report date to load by default" to be "Current Week". This resulted in all visitors attempting to access Piwik (login form) receiving an endless loop of HTTP 302 redirects. The login form does not even appear.
I do not have any web sites configured to allow viewing by anonymous users; this setting remained from previous testing when I had a web site with anonymous viewing enabled. I didn't think this setting should matter because of the note "Note: You do not have any website that the anonymous user can access, the following settings won't be used." above the Anonymous user settings area.
However, switching it back to make "Today" the default anonymous destination fixed the issue and allowed the login form to appear.
(In ) Fixes #1357 - when the request is invalid, users are now redirected to the Login form. Relogging will ensure that the right website is selected.
Thanks for the report dysolution