We use a number of methods on the site to recognize users including IP recognition, HTTP referrer, Athens, Shibboleth and association by individual login. Depending on the method that your institution has set up, you may be automatically recognized. You can check this by looking in the site footer in the bottom left of the page where user details are displayed.
Still 'not logged in' after logging in via Shibboleth or Athens will help you determine that your log in via Shibboleth or Athens was successful.
You may wish to check with your librarian/information manager if you are unsure.