Can't happen. Some background program must be doing it.
To check, click on the recent apps button. On recent versions of Android there should be an 'x' on each app that can be used to close it, though I think in older versions you could still long-press to get a menu and do it that way. Either way, you can actually close Opera, in which case it won't be able to start itself. If it is still being started after that, some other program is starting it.