How are you closing Firefox when you shutdown the computer at the end on the day ?

If you let Windows close the browser then this can happen. Use one of these to close Firefox if you are currently doing that by clicking the close X on the Firefox Title bar and make sure you give Firefox enough time to close properly, especially if you have multiple windows open to prevent losing tabs in unnoticed windows.

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

cor-el is right. And there is another possibility that you have enabled Open previous windows and tabs in the settings. Try to disable this option.