When do you lose your Beginner's Protection?

You will lose your beginner's protection when you upgrade your base to Level 6. Once you lose your beginners protection other players will be able to raid you. When you go through the tutorial tasks it will include upgrading your base to Level 6, so to make the most of the tutorial hold off on doing this until you have completed all the preparation tasks.

The preparation tasks will include building all the structures that are available and upgrading them to the maximum for your current level, as well as continuously training a lot of troops. Once there are no more available upgrades, structures, or research it is time for you to proceed to base Level 6.

It is important that you do this because if you prematurely upgrade your base to Level 6 it will leave you exposed to raiders and you will find it difficult to defend yourself.