I'm having same problem lately. It seems Opera is having some closing issues while your computer or Opera itself is busy. I'll report it after I've done more testing. I'll try to determine what's causing it and report it then.
Only fix I found so far is to restart my computer every time it happens.
And what you can do is be careful when closing Opera: let all pages fully load before you close them, close all of your tabs, wait several seconds and then close Opera, wait at least 1 min before opening Opera again. Unfortunately this doesn't help every time so there's a lot of restarts.
I've tried using another browser and it's just too hard to get used to them. I've decided to stay with Opera and keep restarting my computer.