Under Program Settings > Files and Dirs > Save work, there are 3 settings. What is the difference?
Two modes. Restore all files (gray check) restores all open files from last PSPad state. Restores only files opened in PSPad: You edit some files in PSPad. Exit PSPad, run it again, files are back. Now exit PSPad, open some file from TotalCommander in PSPad, exit PSPad. Than run PSPad again. Back are files you previously edited, but not files you opened from Total Commander or with double click in Windows Explorer. See Save desktop.