I cannot duplicate the problem; if I use F8 to close the message pane, then exit Thunderbird and relaunch it, the message pane is still missing. I'm running Windows 7 Pro, Thunderbird 31.6.0. Which version are you using?

Thunderbird saves the settings you are using when you close it and will use those same settings when you open it next time. Some software, like CCleaner, think they know better and will erase or change those settings. Are you using CCleaner or anything like it? If so tell it to leave Thunderbird files alone.