See How do I restore my tabs from last time?

Make sure that you do not use Delete browsing, search and download history on Firefox to clear the 'Browsing History' when you close Firefox.

Make sure that you not run Firefox in (permanent) Private Browsing - Use Firefox without saving history mode.

• You enter Private Browsing mode if you select: Tools > Options > Privacy > History: Firefox will: "Never Remember History"
• To see all History and Cookie settings, choose: Tools > Options > Privacy, choose the setting Firefox will: Use custom settings for history
• Uncheck: [ ] "Permanent Private Browsing mode"

That appears to have helped. I had clear history checked. I'm not sure how that changed but hey, it works now. Thanks.

You're welcome

You only can't clear the Browsing History via Delete browsing, search and download history on Firefox if you want to be able restore the previous session. All other choices do not affect session restore.

@AliceWyman
That How do I restore my tabs from last time? article looks pretty weird to me.
If I select Firefox 4 then it looks quite different from Firefox 3.5 and lots of suggestions are missing only {for fx35} and not {for fx35,fx40}.
Maybe start a discussion on the KB or Contributors forum on how to improve that article as there is no need to completely disable Clear my history when Firefox closes completely.

Hi, cor-el,

There's already a discussion started in the KB articles forum here about updating that article based on your recent edit and revisions by scoobidiver and me.

Thanks for posting that link Alice.