Hi,

The setting is Show my windows and tabs from last time beside When Firefox starts in Tools (Alt + T) > Options > General. Additionally you may also have to enable Remember History beside Firefox will in Tools > Options > Privacy.

Firefox 4 and later versions save the previous session automatically, so there is no longer need for the dialog asking if you want to save the current session.
Use "File > Exit" or "Firefox > Exit" (Mac: "Firefox > Quit Firefox") if you want to restore multiple windows or otherwise have problems with restoring tabs.
You can use "History > Restore Previous Session" to get the previous session at any time.
You may need to click the orange/gray Firefox button to see History.
There is also a "Restore Previous Session" button on the default about:home Home page.

See also:

• http://kb.mozillazine.org/Session_Restore
• https://support.mozilla.org/kb/Session+Restore