Fiz as configurações descritas na aula, adicionei a dependencia do Spring Security no pom.xml e criei a classe com as anotações e a herança descrita. Mas nas requisições a API em vez de 401 retorna 200 e como corpo retorna uma página de login HTML:
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1, shrink-to-fit=no">
<meta name="description" content="">
<meta name="author" content="">
<title>Please sign in</title>
<link href="https://maxcdn.bootstrapcdn.com/bootstrap/4.0.0-beta/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-/Y6pD6FV/Vv2HJnA6t+vslU6fwYXjCFtcEpHbNJ0lyAFsXTsjBbfaDjzALeQsN6M" crossorigin="anonymous">
<link href="https://getbootstrap.com/docs/4.0/examples/signin/signin.css" rel="stylesheet" crossorigin="anonymous"/>
</head>
<body>
<div class="container">
<form class="form-signin" method="post" action="/login">
<h2 class="form-signin-heading">Please sign in</h2>
<p>
<label for="username" class="sr-only">Username</label>
<input type="text" id="username" name="username" class="form-control" placeholder="Username" required autofocus>
</p>
<p>
<label for="password" class="sr-only">Password</label>
<input type="password" id="password" name="password" class="form-control" placeholder="Password" required>
</p>
<input name="_csrf" type="hidden" value="d5ec981c-0744-49c9-8d6e-eadae6a590c1" />
<button class="btn btn-lg btn-primary btn-block" type="submit">Sign in</button>
</form>
</div>
</body></html>