Could you check whether either of these are available (not hidden or grayed out):

• "3-bar" menu button > History > Restore Previous Session
• (menu bar) History > Restore Previous Session

If they are missing or grayed, check either:

• "3-bar" menu button > History > Recently Closed Windows
• "Library" toolbar button > History > Recently Closed Windows
• (menu bar) History > Recently Closed Windows

Note: Each window also has its own Recently Closed Tabs list.

Anything there, or no previous session at all?

If Firefox cannot remember your session after you exit out, make sure you are not deleting any history with Firefox settings or with external programs.

I'd change the history setting to custom setting for history but I then I have make the history setting to default which now allows me restore previous session.