Same problem--sites I have been visiting regularly--& safely!-- for years are being blocked every single time I visit, and even though I click unblock every time, Opera continues to block these sites! There is nothing useful about this "feature" anywhere in Help or FAQs, so I can't simply turn it off, or list exceptions, nor does Opera appear to "learn" when I unblock the site.
I don't remember having this problem in earlier versions of Opera, so does anyone know that last stable version BEFORE this nuisance was inflicted on us?
If not, I, like previous posters, will be looking for a new browser, which is too bad, since otherwise I quite like Opera.

Thank you, leocg! Solved my problem as well. (Was colossally annoyed at new interface in version 39... Click on settings & get short dropdown to customize start page--been there, done that, don't care, want SETTINGS). Following your instructions, was able to place actual settings link on left hand side AND get rid of News, etc.

Fyi, still prefer previous UI, this may look cleaner, but less user friendly...