I wanted to achieve the same behaviour and I believe I found a way to do it. Opera (at least 39.0.2256.48) support command line switches so here you will want to utilise the --new-window switch by editing Opera shortcut.
Find the location of Opera shortcut you usually use. If you start Opera from a pinned shortcut to taskbar then the shortcut will be in %appdata%\Microsoft\Internet Explorer\Quick Launch\User Pinned\TaskBar. However, if you start Opera from start menu then the shortcut should be in C:\ProgramData\Microsoft\Windows\Start Menu\Programs
Edit the properties of the shortcut and add --new-window to the end of Target field so it reads (on x64 system): "C:\Program Files (x86)\Opera\launcher.exe" --new-window .
Click OK and relaunch Opera