This behavior started in Firefox 3.5 I think. My Firefox is configured
to reopen the windows and tabs of the last session.

Let's say I have two windows open: one with a web page, let''s say
Google and one blank. I close the Google window then I close the blank
window and exit the browser. Then I start the browser and it shows me
not the blank page, which was open last, but the Google window.

What is that behavior? Is this a bug, is there something wrong with my
settings? It can't be broken by design, can it?