I'm not quite sure I understand correctly -
when I start Mail, I have the main Mail "window" open; it shows the mailboxes in the left column, the list of email messages within the mailbox selected are in the top part of the window and, if I click on one, the message opens in the lower part of the window. That window will always be open while you have Mail open. I don't have a separate "email window" open unless I am typing a new message and that disappears as soon as I've sent the message. So I'm not sure why you would have several email windows open? Can you elaborate on exactly what they are or what might have caused it?
I never use the close (either button or File menu) because it seems somewhat pointless - I am either actively using Mail or I quit Mail when I'm done. Using Mac OS, you must use quit; using "close" will keep the application running (albeit in the background) until the Mac is shut down.
And, whatever window(s) were open when you quit (or closed) the application, the very same window(s) will open when you next start the application. That is a feature for your convenience, so you can get right back to where you left off. Try quitting (file - quit or command-q) Mail with only the main window open - you should get only that window when you next open it.