Visual Studio Code always reopens previous file or folder

You can also go into your settings and use the following:

"window.reopenFolders": "none"

which will not reopen the folders you were working on when you closed the editor. The other options are one (the default) and all.

Edit 2017-11-09:

The option is now changed in latest versions.

"window.restoreWindows": "none"

See Mathieu DOMER's answer.

Edit 2018-09-12:

Another setting related to this is the hotExit setting. This has been discussed in this answer to a related question. To prevent reopening and remembering unsaved files, you can set this to:

"files.hotExit": "off"

But from the test I've made, when the window.restoreWindows setting is set to none, this is not needed. I haven't tested every possible combination, so YMMV.

And to answer a question in the comments, to edit the settings, you have to open the settings file. Some documentation can be found here (at least on the date I am writing this).

With latest update, it seems that the parameter has changed, now use:

"window.restoreWindows": "none"

You can add the -n option to the startup of VS Code and it will always start with an empty window, not restoring your previous session.