• Ensure you have set Firefox to start from the last saved session and
  • Not from a homepage
    Startup, home page, tabs, and download settings
• check that you are not in permanent Private Browsing
  Private Browsing - Use Firefox without saving history

Did this work previously ?

Try not to type everything in CAPITALS some may consider that as not polite.

Firefox (Firefox Orange) > Preferences > Preferences >

• History
  

Firefox will > Use Custom Settings for History >
[x] Remember my browsing and download history

• General
  

Startup > When Firefox starts > Show my windows from the last time

If you do not keep changes after a restart then see:

• http://kb.mozillazine.org/Preferences_not_saved