- Check Folder Options > View Tab that "Restore Previous Folder Windows On Login" is unchecked.
- Also, after every login your profile is loaded into the registry and a certain number of programs are started from the HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run key. When Windows is unable to load a particular program, say, the path of the program doesn't exist anymore, it sometimes opens up the C:\Program Files folder by default.
To solve it, in a Run window (Windows Logo key+R), type regedit, press Enter and navigate to the above key and check if every value is known to you. Then do the same for HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run.
Note, it is prudent to create a system restore point before making any changes, just in case something goes wrong.