in the control panel, you can set whether to load last session when computer starts. There's a app named “Sessions and Startup”. However, it doesn't work well. I can't find a place where it says to stop loading last session. Then, in the Logout popup, there's a checkbox, but if you uncheck, it still loads old session.
Here's how you can clean the session.
rm -rf ~/.cache/sessions/
sudo shutdown -r 0.