I hate this "feature", and it is another example of Apple taking functionality (and choice) away from the user. In this article:
http://support.apple.com/kb/HT4550
there is a description of it.
Resume in OS X Lion
When you open Safari in Lion or restart the Mac, Safari automatically restores the open windows and tabs from your last browsing session, so you can continue right where you left off.
Tip: To open Safari without resume, hold down the shift key (⇧) as you open Safari. Safari will then open with the options you selected in the "General" tab of Safari preferences, options like your homepage.
In Mac OS X v10.6 and Microsoft Windows, you can choose to have Safari automatically restore your windows in the "General" tab of Safari preferences.
99 times out of 100, I DON'T want to restore all the windows from my last browser session. It makes zero sense for them to take the checkbox out of the General tab of the Safari Prefs.