Opera doesn’t offer a built-in “one-click” way to back up your whole session, but you can still save everything including workspaces, tabs, history, bookmarks, and settings by simply closing Opera and making a copy of its profile folder (found at C:\Users<YourName[>]\AppData\Roaming\Opera Software\Opera Stable). Keep that copy somewhere safe, and if you ever need to restore your session, just replace the current profile folder with your backup.