Desktop Sessions
You can configure your desktop to restore your previously opened windows and applications, as well as specify startup programs. When you log out, you may want the windows you have open and the applications you have running to be automatically started when you log back in. In effect, you are saving your current session and having it restored it when you log back in. For example, if you are in the middle of working on a spreadsheet, you can save your work but not close the file. Then log out. When you log back in, your spreadsheet will be opened automatically to where you left off.
For GNOME, saving sessions is not turned on by default. You use the Sessions preferences dialog’s Session Options panel (System | Preferences | Personal | Sessions) to save sessions. You can save your current session manually or opt to have all your sessions saved automatically when you log out, restoring them whenever you log in.
On KDE you can configure your session manager by selecting Sessions from the KDE Components entry in the Control Center. By default, the previous session is restored when you log in. You can also determine default shutdown behavior.