How to make Chrome to confirm on quit tab?

Just to update this answer, Chrome now has a menu option for this. You can require a long press of CMD-Q so that any accidental press won't exit chrome.

On Mac click on the Chrome menu and check: "Warn Before Quitting"

If you accidently close all your tabs you can reload Chrome and press CTRL + SHIFT + T.

This will restore your previous session for all your tabs.

You could also look for a Chrome extension such as Windows Close Protector.