Use one of these to close Firefox if you are currently doing that by clicking the close X on the Firefox Title bar to make sure that all open windows are closed at once.

• "3-bar" menu button -> Exit (Power button)
• Windows: File -> Exit
• Mac: Firefox -> Quit Firefox
• Linux: File -> Quit

This is necessary if you need to reopen all windows from the previous session. Otherwise only the last closed window is restored.
Firefox will remember the three last closed windows (set via browser.sessionstore.max_windows_undo), so you can check "History -> Recently Closed Windows"

>>"History -> Recently Closed Windows"

Where do I find this? On the top right 3-bar menu I don't have a "History"

If I do ctrl-H I don't have "Recently Closed Windows"

please explain

You can use History in the Firefox menu bar or History in the Library (bookshelf) button on Navigation Toolbar or "Library -> History" in the "3-bar" Firefox menu button drop-down list to find the "Recently Closed Tabs/Windows" items. You can tap the Alt key or press the F10 key to show the hidden Menu Bar temporarily.

Thanks. I found it. But when I go to "Recently Closed Windows" it's empty!

If "Recently Closed Windows" is empty then there are no windows to restore.

Do you possibly have "Restore Previous Session" ?

I do not have "Restore Previous Session"