Safari opens any new page in a new window. How can I fix this?

When I make a search in a search engine and click on a page it will open in a completely new window. Safari use to open the pages on the same page so I could easily swipe back when I wanted to look at the other searches. Now I have to close each tab and when I start to research a subject I end up getting up to 8 windows opening as I go deeper into my research, instead of having a single organized window. How can I fix this?