Mac OS X 10.8 (Mountain Lion) has a new feature that automatically loads web pages that were open when you last quit Safari. This can be useful in some situations, but it can also be very annoying at times.
To prevent Safari from starting up with the previously opened web pages, type the following in a window of the Terminal app...
defaults write com.apple.Safari ApplePersistenceIgnoreState YES
To turn the feature back on, type
defaults write com.apple.Safari ApplePersistenceIgnoreState NO