Just once or does it keep happening?
Regular Opera (Opera One) or Opera GX?
What version of Opera as seen at the URL opera://about?
What version of Windows?
At the URL opera://settings/content/siteData, what do you have the "Default behavior" set to?
What's the default behavior set to at the URL opera://settings/cookies?
Do you clear your browser data at the URL opera://settings/clearBrowserData before you close Opera?
Do you have CCleaner installed in Windows?
Are your time, date, time zone and daylight savings settings correct in Windows?
Did you recently change your Windows user account password?
Have any extensions installed at the URL opera://extensions? If so, if it keeps happening, disable them one by one to test if one is the culprit.