Apparently some of the default features are no longer set to true so you need to make some adjustments in about:config.
In your browser bar, simply type in about:config. You'll get a warning - confirm that you will be careful. *rolls eyes*
You need to set the options listed below to "True". Instead of trying to locate them on this extensive list, start typing them in and they'll appear. If they are set to "false", double-click on them to set them to true. Once they are all set to true, exit out and the changes should be saved.
- browser.tabs.warnOnClose
- browser.warnOnQuit
- browser.warnOnRestart
- browser.showQuitWarning
In the meantime, if you want to re-open your windows from your last session, click on Firefox--> History--> Restore Previous Session.
Good luck.