If you go to preferences (
Edit | Preferences if you use the menu), there's a setting for what to display when opening Firefox (see
Startup at the top of the
General tab). One choice from the pull-down menu is
Show windows and tabs from last time.
With that choice, if Firefox is aware that it crashed or closed unexpectedly and isn't sure what was open at the time, it will automatically display the recovery screen showing the last stuff it remembers and ask you to confirm what you want. If it isn't aware that it crashed, and/or isn't able to recover what it thinks might have been open, you're on your own to manually open what you want.
Closing Firefox ensures that the current status is saved. Firefox periodically saves, but if you don't exit gracefully, you risk unpredictable results when you open the next session. If Firefox is open when you close the OS, the OS will try to close it. However, that isn't always reliable, especially if it takes a long time for Firefox to close or there is a lot of spawned activity.