I confirm, I have the same problem, also in Private mode. Nevermind if I press F11 or try contex-menu, window is only fast blinking and does not close fullscreen mode. Well, for me it looks like it try to return from fullscreen, but immediately returns to full.
You have to close all tabs, then close Opera and start again - it will open not in fullscreen.
My configuration is:
Linux Mint 19.1 Tessa [Mate edition]