I know that this is due to my carelessness, but it's damn annoying and it's happened three times this November. When there is another window open including an unsent email, and you close the main window with too many tabs open, then the second window is the one that opens on relaunch and my main window with all of my tabs is lost. I was unaware another window was open when I closed Opera.
PROGRAMMING SUGGESTION: If more than one window is open, make the default to save the window with the most tabs or using the most memory. Or a pop-up box asking which window should be the one to save. Or save everything. Maybe there is an extension solving this problem. If so, I haven't found it.
One of the great features of Opera compared to Chrome is that you can't accidently close a pinned tab, something I did a lot before.