OS X Safari prompt before exiting

I remap Safari’s Quit menu item shortcut to ⌥⌘Q (Option-Command-Q) using the “Keyboard Shortcuts” tab of the “Keyboard & Mouse” preference panel in System Preferences.

As Scott noted in a comment, modern macOS versions have a checkbox labeled "Close windows when quitting an app" in the "General" section of System Preferences:

Unchecking that box will cause closed applications to remember their open windows and their content, and to reopen them when you restart the application.

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Alternatively, if you prefer to enable this feature only for Safari, you can select "Safari opens with: All windows from last session" from the "General" tab in Safari preferences:

Note that this Safari-specific option is hidden when the general "Close windows when quitting an app" System Preferences option is unchecked, since it would be redundant in that case.

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Also, as noted by Chris Johnsen, you can rebind the "Quit Safari" menu item to a different, less easily triggered keyboard shortcut (e.g. ⌥⌘Q) via System Preferences → Keyboard → Shortcuts → App Shortcuts:

Unfortunately, AFAIK there's no easy way to rebind the same shortcut for all apps, since the name of the menu item is obviously different for each app.

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^{All screenshots taken and described behavior tested on macOS High Sierra version 10.13.4 with Safari 11.1. Obviously, later versions may change how things work.}

Safari will prompt if you've edited a text field but not submitted the form yet.

Otherwise, you can get back to where you were after an accidental Quit by going to History > Reopen All Windows From Last Session.