When the sidebar is open in a window, it is open for all tabs in that window. It also will appear in any new window you open. Use the Ctrl+B shortcut to open/close the bookmarks sidebar. You can use the Firefox button on the Windows Taskbar to look for any other window where the sidebar might be open and close it there, too. If the problem returns at the next startup, a settings file that stores data on window positions/sizes could be locked/corrupted. More on removing that file if needed.