- Command-click (right-click) on the Mail icon if it's in your dock
- Hover over "Options" in the menu
- If "Open at Login" has a tick next to it, deselect it
- Go to the "System Preferences"
- In the search box, start typing "login items" then choose it when it appears below
- Make sure Mail doesn't appear in that table, if it does, select it and choose the minus button at the bottom to delete it from the list
If Mail isn't there, I'd say a something is calling upon it to open at Start-up, make use of the login items list to see if that can help you figure out what might be opening Mail on you. It might be some stupid program that wants to send a registration email or something.
Where do you get most of you're apps from? Mac App Store or the internet?
I've had the same problem too with my macbook air. Every time I would boot the computer, the Apple mail app would come on. I am not entirely sure how I fixed it, but I did a number of things and it went away. First, I disconnected my Gmail account from the Apple mail app. Then, I checked if it was marked to start at boot (from the dock) or if it was on my, "Login Items" list; it was not marked for either. I disabled both my iCloud and Google iCal accounts and then removed the Apple email shortcut from my dock. I realize this overkill but feel free to experiment with the three different steps I took. I hope you find this helpful and let me know if you have any questions.