New feature added in Notepad 6.6 for which the release notes say:
The main feature of this release is Session snapshot & periodic
backup. If this feature is enabled (enabled by default), user won’t be
asked to save unsaved file as he quits Notepad++, and on startup
Notepad++ restores the unsaved file and unsaved untitled document of
last session.
This facility is controlled via menu => Settings => Preferences => Backup. For more details see also this section of the Notepad++ User Manual.