This is a good reference:

• How to set the home page

In the General Settings the button you want to change is "When Firefox Starts" click on the drop down and select "My homepage"

This problem can be caused by an optional settings file named user.js which Firefox reads at startup and uses to override your previously set preferences. Some third party software (and malware) creates or modifies user.js. You can check for and, if you didn't create it yourself, remove the user.js file following the steps in this article: How to fix preferences that won't save.

Note: By default, Windows does not show the .js file extension. If you see a file named user which has the type JScript, that most likely is user.js. Or you can switch Windows to showing file extensions using the steps in this Microsoft support article: http://windows.microsoft.com/en-us/windows/show-hide-file-name-extensions

You can check if you have a user.js file in the Firefox profile folder that sets the browser.sessionstore.resume_session_once pref to true.

• http://kb.mozillazine.org/browser.sessionstore.resume_session_once